Using public key and Windows SSH server as Jump Server didn't work.

It didn't matter if I use SCP or SFTP.

WinSCP -> Windows SSH Server (Jump server) -> SLES 15

SSH is working.

Logs:
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I was asked by the developer of WinSSHTerm to ask the question here:
https://www.reddit.com/r/WinSSHTerm/comments/plihmc/comment/hcboh7v/

Thanks for your help.

Why are you trying it the complicated way via Plink? Did you try native WinSCP tunneling functionality?
https://winscp.net/eng/docs/ui_login_tunnel

Because I was asked by the developer of WinSSHTerm to ask here.
Tunneling with WinSCP works, thanks.