What you want is "cristal clear", the only problem is on the first step:
1. REDIRECT recognizes that a URL submitted is bad. I use this extension to redirect people to the right URL. But this extension has limitations because I have to fix each URL one by one. I have this extension running 1st.
The problem is that when REDIRECT get the error, this is logged and the error page is showed or a redirect is done. So steps 2 and 3 are never executed. REDIRECT does one of these things, do the redirect OR call the error page, no change for who came after (as ReDJ).
So, I have modified ReDJ to be compatible with REDIRECT, now should be REDIRECT to be compatible with others.
A solution could be to put ReDJ as the first one, but you should disable the ReDJ custom error page.
About your request, I like the REDIRECT interface or better, I like the Joomla 1.6 redirect interface, and I've planned to implement something like this in the ReDJ version for Joomla 1.6.
Best regards,
Luigi