I am afraid it is already there but if not is it possible to incorporate the autocomplete, cause it is present in original putty, maybe one could turn on the 'tab' autocomplete when the command line is not empty.
Putty does not have autocomplete. It is AFAIK nonsense. Putty is just terminal, it has no idea about files at all.
However I'll consider your request.
Home directory ctrl+\ is not working properly, it gets me somewhere deep.
Ctrl+\ does not change to home directory. It changes to root directory.
I have the ssh access to comp_1 from which I can access the comp_2 via ssh (but not directly, due to ip restrictions), is it possible to create the transparent access to comp_2 via comp_1 using winscp with complete or almost complete functionality?
It should be possible, but I have never done it. Please search the forum. You'll find some hints from other users.