Hi Hendrik, you will find the prototype of a solution in note 1250795:
https://launchpad.support.sap.com/#/notes/1250795
This includes a litte development on portal side. For security reasons you should add some code to implement some filtering of the target URL. E.g.only accept known hostnames as target adresses.
You should be aware that parameters to the original URLs (deep URLs) will get lost this way. To achieve this it would need some development effort on ABAP side too.
I have a solution like this up and running for more than 10 years.
Regards,
Lutz