Is this possible that i can send funds received in one address through another address directly?
It is possible if B is a smart contract, but it will cost you more comparing to just sending ether from A to B (an external account) first then sending ether from B to Bob.
However sending ether from A to B wouldn't make much difference in terms of security, unless A was used before for sending ether (which would expose your public key). It wouldn't make much difference in terms of privacy either since A and B are directly connected so you can know the source of ether sent to A.
Instead a technique such as CoinJoin or CoinShuffle can be used to anonymize transactions. Here is an example of services utilizing this technique: ethermixer.com, weimixer.com
A cheaper alternative is to use Zcash (a cryptocurrency aimed at improving anonymity) with a ZcashRelay contract (similar to BTCRelay):
Eth #1 -> Zcash #1 -> Zcash #2 -> Eth #2
Here is an interesting video talking about Ethereum and Zcash integration https://www.youtube.com/watch?v=PCW2EaBjVPs
Another option proposed here is to use ShapeShift with Monero (a crypto specializing in anonymity):
Eth #1 -> Shapeshift -> Monero #1 -> Monero #2 -> Shapeshift -> Eth #2
Otherwise you just need to avoid using the same address for receiving ether.