I have added this request to the tracker:
Issue 2174 – Convert SSH port-forwarding proxy to WinSCP SSH tunnel when importing sessions from PuTTY
You can vote for it there.

The former, I think. I want to import PuTTY sessions with proxy settings into WinSCP and then be able to use them unchanged. I create the sessions in PuTTY and WinSCP then understands the proxy options used.

@Stefderfan: So do you want WinSCP to be able to import the 0.78 tunneled sessions? Or do you WinSCP to be able to open tunneled session in PuTTY?

martin wrote:

We are working on upgrade to PuTTY 0.78.
[...]
We will see if more people ask for this.

I want to thank you for considering this. If that were possible, it would help a lot, especially with a large number of maintained PuTTY sessions. To cut to the chase, I would also like to have this feature.

We are working on upgrade to PuTTY 0.78.
Though new proxy options will indeed require additional work on WinSCP side (GUI at least).

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We will see if more people ask for this.
Note that WinSCP support tunneling natively for years:
https://winscp.net/eng/docs/ui_login_tunnel

PuTTY 0.78 has several proxy types that WinSCP 5.21.5 lacks. (some of them are covered by the SSH tunnel option, but PuTTY 0.78 has 3 different ways to do that. (And import of setups using SSH proxies on PuTTY would likely fail)

(I'm currently still using the "local" option for SSH tunnels, the "SSH to proxy and use port forwarding" setting fails to work when imported)