Hi,
I got Windows 10 and I downloaded HeidiSQL yesterday, version 12.12.0.7122 (64 bit) from 2025-10-06 08:56:07. That is a build from 8 days ago. I could not establish an SSH tunnel, not with plink-081.exe, plink.exe, or ssh.exe.
Reading in forums on this site, I found a post from 5 years ago suggesting c:\Program Files\PuTTY\plink.exe and I have version 0.73, and I got that working! Here is the SSH tunnel tab where I specified plink.exe from PuTTY:

The username is the login name to the server. In my case, it is root.
The tab Settings looks like this:

Here are the username and password for the database on the remote server, obviously.
The funny thing is that I am prompted for credentials every time, but I am okay with that for now. I can work like this, and that is what matters to me right now.
I am so happy. I'll go and donate now!
Regards, Jens Malmgren