Having had problems setting up a proxy or jumphost connection to my target with PuTTY, I came up with this solution:
Session:
Host Name (or IP address):
MYTARGET
Port:
22
Connection type:
SSH
Connection > Data:
Auto-login username:
targetuser
Connection > Proxy:
Proxy hostname:
MYPROXYHOST
Port:
22
Username:
proxyuser
Telnet command, or local proxy command:
E:\your\path\to\PLINK.EXE -i e:\your\path\to\\new\certificates\key-for-MYPROXYHOST.ppk -P %proxyport %user@%proxyhost -nc %host:%port
NOTE THE DOUBLE BACKSLASH IN FRONT OF "new". The telnet command seems to interpret \n as a newline character.
Connection > SSH > Auth:
Authentication parameters:
[v] Allow agent forwarding
Private key file for authentication:
e:\your\path\to\new\certificates\key-for-MYTARGET_rsa.ppk
NOTE THE LACK OF DOUBLE BACKSLASH HERE.