Ah, well "Red Dot" and "Reflex" are essentially the same, a red dot is a kind of reflex, but not all reflex have red dots 
The old school reflex sight for aiming telescopes (or followspots in my industry!) is the "Telrad"
http://www.skiesunlimited.com …JTZ5fX5k8oCFYqGfgod7qQKGg
Telrads however are BIG, good for mounting to a telescope or followspot, not good fro mounting in a hotshoe.
But there are all sorts of ones made for guns now that cost anywhere from $35.00 to $500.00 or more, the vast majority of which would be smaller and lighter than a telrad (ie: if it's made to fit on a pistol, it can't that big!)
Sorry I can't actually answer your question as I don't actually have such a set up, but I'd theorize it would make sense to mount to your "scope" or lens, as opposed to the hotshoe? Some scopes would block the view of anything mounted to hotshoe. And of course there is always live view on most modern DLSR.