I have this bug (like www . heidisql . com /forum.php?t=15224 one years ago) since latest 9.5 up to actual 10.1.0.5471 version since I was switched from Windows 7 64bit to Windows 10 64bit version in November.
In first tries it seems to be related to 64bit version of HeidiSQL because last year I got running the 9.5 portable 32bit version but thats now also not working anymore.
The connection to SSH server is established and request for my SSH pubkey by agent is made and accepted but then HeidiSQL is hanging endless without connecting successful through the tunnel to the MariaDB servers.
Both 32/64 bit versions are connecting fine to MariaDB servers (running different versions 10.1 / 10.2).
plink itself is working fine and I can "reuse" the already opened tunnel by connecting to localhost port 3307 (default port setup by config).
Using "Confirm key usage" on putty agent or not makes no difference - Idea was that here timeout could be reached while waiting for allowing the key sending.
Using a different port or a different plink timeout than 4 makes no difference to this problem.
When doing a "taskkill.exe /F /IM plink.exe" HeidiSQL recognizes the disconnect and gets out immediately the error message: "Lost connection to MySQL server at 'reading authorization packet', system error: 0"
If there is a chance to help you to debug the call/error I can try to get some diagnose logs for you.
There seems yet no "actual" bug notification by someone other on this cause so I opened a new one.