Dear Koti,
Relay Server is just a proxy system which takes of your traffic in DMZ and routes the traffic to your Internal Server. Additionally it does load balancing and authentication can be done at proxy eg: site minder.
Is it possible to do some configuration in SMP3.0 Server to add 3rd party server/Relay server such that Mobile communications can happen to 3rd party server first and then SMP3.0 Server? -------To your other question, yes we can use third party proxy server, but beware that SAP will not be able to support on the configurations as it will be out of scope. For full details you may refer to Landscape planning as Kevin suggests.
Please suggest approaches to use offline feature as well for SAP Data and Non SAP Data as well in above scenario? ----- You may refer to this link for Hybrid Kapsel apps Getting Started with Kapsel - Part 15 -- Offline OData (New in SP05)
Windows Native/Hybrid which is best suitable for interacting with 3rd party data as well other than oData using offline feature as well. - Well this depends on your requirements. Native would have more options to handle local data and Hybrid apps may have few limitations.
Regards,
Nagesh