The src-address of the request going from the proxy server to the internet will always be the same, so no, it's not possible.
So are you saying that with source routing it will not work because of "fixed" output chain address - what about destination policy routing?
A dedicated proxy server connected to all three dsl lines (vlans, nics, take your pic), will however work, provided it is configured correctly. And yes, it could still be done transparently as well
When you say dedicated proxy server, do you mean MT proxy or some other operating system. What about this config:
________________________________Router A_____________Router B
ADSL Line #1 <masq> PPPoE1 <-> Destination Routing <-> MT/Transparent Proxy <-> Clients
ADSL Line #2 <masq> PPPoE2 <-> Destination Routing <->
ADSL Line #3 <masq> PPPoE3 <-> Destination Routing <->