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I am trying to get this SSH jump feature to work, and it doesn't, no matter which type of ssh connection I try (Putty, Rebex, etc).

I am trying to connect from external IP address to external IP address in another country (direct connection works just fine if I use putty), then I want to connect to local address from that host (f.ex. 172.21.9.1), and I can do that from shell which I have opened previously, by typing command. However, if I try to put it into jump setup with RDM (latest), it hangs entire RDM and nothing is happening, not even connect to the jump host.

Can anybody point me to a guide step by step how to set it up? I want to connect to that internal host with 1 click, and so far it's not working.

Yes, I bought separate license for Jump functionality, it's there.