ProxyJump not working on `OpenSSH_for_Windows_9.5p1, LibreSSL 3.8.2`

Prerequisites

• Write a descriptive title.
• Make sure you are able to repro it on the latest version
• Search the existing issues.

Steps to reproduce

1. download v9.5.0.0p1-Beta/OpenSSH-Win64.zip
2. run on pwsh.exe: .\OpenSSH-Win64-9.5\ssh.exe -vvv -o UserKnownHostsFile=NUL target-host

• cat ~/.ssh/config

Host target-host
  HostName ${target-host}
  User root
  Port 2222
  ProxyJump proxy-host

Host proxy-host
    HostName ${proxy-host}
    User root
    Port 2220

Expected behavior

On MacOS

Actual behavior

PS C:\Users\valor\Desktop> .\OpenSSH-Win64-9.5\ssh.exe -vvv -o UserKnownHostsFile=NUL target-host
OpenSSH_for_Windows_9.5p1, LibreSSL 3.8.2
debug1: Reading configuration data C:\\Users\\valor/.ssh/config
debug1: C:\\Users\\valor/.ssh/config line 11: Applying options for target-host
debug3: Failed to open file:C:/ProgramData/ssh/ssh_config error:2
debug2: resolve_canonicalize: hostname ${target-host} is address
debug1: Setting implicit ProxyCommand from ProxyJump: "C:\\Users\\valor\\Desktop\\OpenSSH-Win64-9.5\\ssh.exe"  -vvv -W "[%h]:%p" proxy-host
debug1: Executing proxy command: exec "C:\\Users\\valor\\Desktop\\OpenSSH-Win64-9.5\\ssh.exe"  -vvv -W "[${target-host}]:2222" proxy-host
debug3: spawning "C:\\Users\\valor\\Desktop\\OpenSSH-Win64-9.5\\ssh.exe"  -vvv -W "[${target-host}]:2222" proxy-host as subprocess
debug3: w32_getpeername ERROR: not sock :2
debug3: Failed to open file:C:/Users/valor/.ssh/id_rsa error:2
debug3: Failed to open file:C:/Users/valor/.ssh/id_rsa.pub error:2
debug3: failed to open file:C:/Users/valor/.ssh/id_rsa error:2
debug1: identity file C:\\Users\\valor/.ssh/id_rsa type -1
debug3: Failed to open file:C:/Users/valor/.ssh/id_rsa-cert error:2
debug3: Failed to open file:C:/Users/valor/.ssh/id_rsa-cert.pub error:2
debug3: failed to open file:C:/Users/valor/.ssh/id_rsa-cert error:2
debug1: identity file C:\\Users\\valor/.ssh/id_rsa-cert type -1
debug3: Failed to open file:C:/Users/valor/.ssh/id_ecdsa error:2
debug3: Failed to open file:C:/Users/valor/.ssh/id_ecdsa.pub error:2
debug3: failed to open file:C:/Users/valor/.ssh/id_ecdsa error:2
debug1: identity file C:\\Users\\valor/.ssh/id_ecdsa type -1
debug3: Failed to open file:C:/Users/valor/.ssh/id_ecdsa-cert error:2
debug3: Failed to open file:C:/Users/valor/.ssh/id_ecdsa-cert.pub error:2
debug3: failed to open file:C:/Users/valor/.ssh/id_ecdsa-cert error:2
debug1: identity file C:\\Users\\valor/.ssh/id_ecdsa-cert type -1
debug3: Failed to open file:C:/Users/valor/.ssh/id_ecdsa_sk error:2
debug3: Failed to open file:C:/Users/valor/.ssh/id_ecdsa_sk.pub error:2
debug3: failed to open file:C:/Users/valor/.ssh/id_ecdsa_sk error:2
debug1: identity file C:\\Users\\valor/.ssh/id_ecdsa_sk type -1
debug3: Failed to open file:C:/Users/valor/.ssh/id_ecdsa_sk-cert error:2
debug3: Failed to open file:C:/Users/valor/.ssh/id_ecdsa_sk-cert.pub error:2
debug3: failed to open file:C:/Users/valor/.ssh/id_ecdsa_sk-cert error:2
debug1: identity file C:\\Users\\valor/.ssh/id_ecdsa_sk-cert type -1
debug1: identity file C:\\Users\\valor/.ssh/id_ed25519 type 3
debug3: Failed to open file:C:/Users/valor/.ssh/id_ed25519-cert error:2
debug3: Failed to open file:C:/Users/valor/.ssh/id_ed25519-cert.pub error:2
debug3: failed to open file:C:/Users/valor/.ssh/id_ed25519-cert error:2
debug1: identity file C:\\Users\\valor/.ssh/id_ed25519-cert type -1
debug3: Failed to open file:C:/Users/valor/.ssh/id_ed25519_sk error:2
debug3: Failed to open file:C:/Users/valor/.ssh/id_ed25519_sk.pub error:2
debug3: failed to open file:C:/Users/valor/.ssh/id_ed25519_sk error:2
debug1: identity file C:\\Users\\valor/.ssh/id_ed25519_sk type -1
debug3: Failed to open file:C:/Users/valor/.ssh/id_ed25519_sk-cert error:2
debug3: Failed to open file:C:/Users/valor/.ssh/id_ed25519_sk-cert.pub error:2
debug3: failed to open file:C:/Users/valor/.ssh/id_ed25519_sk-cert error:2
OpenSSH_for_Windows_9.5p1, LibreSSL 3.8.2
debug1: identity file C:\\Users\\valor/.ssh/id_ed25519_sk-cert type -1
debug3: Failed to open file:C:/Users/valor/.ssh/id_xmss error:2
debug3: Failed to open file:C:/Users/valor/.ssh/id_xmss.pub error:2
debug3: failed to open file:C:/Users/valor/.ssh/id_xmss error:2
debug1: identity file C:\\Users\\valor/.ssh/id_xmss type -1
debug3: Failed to open file:C:/Users/valor/.ssh/id_xmss-cert error:2
debug1: Reading configuration data C:\\Users\\valor/.ssh/config
debug3: Failed to open file:C:/Users/valor/.ssh/id_xmss-cert.pub error:2
debug3: Failed to open file:C:/ProgramData/ssh/ssh_config error:2
debug3: failed to open file:C:/Users/valor/.ssh/id_xmss-cert error:2
debug1: identity file C:\\Users\\valor/.ssh/id_xmss-cert type -1
debug3: Failed to open file:C:/Users/valor/.ssh/id_dsa error:2
debug3: Failed to open file:C:/Users/valor/.ssh/id_dsa.pub error:2
debug3: failed to open file:C:/Users/valor/.ssh/id_dsa error:2
debug1: identity file C:\\Users\\valor/.ssh/id_dsa type -1
debug3: Failed to open file:C:/Users/valor/.ssh/id_dsa-cert error:2
debug3: Failed to open file:C:/Users/valor/.ssh/id_dsa-cert.pub error:2
debug3: failed to open file:C:/Users/valor/.ssh/id_dsa-cert error:2
debug1: identity file C:\\Users\\valor/.ssh/id_dsa-cert type -1
debug1: Local version string SSH-2.0-OpenSSH_for_Windows_9.5
debug3: expanded UserKnownHostsFile '~/.ssh/known_hosts' -> 'C:\\Users\\valor/.ssh/known_hosts'
debug3: expanded UserKnownHostsFile '~/.ssh/known_hosts2' -> 'C:\\Users\\valor/.ssh/known_hosts2'
debug2: resolving "proxy-host" port 22
debug3: resolve_host: lookup proxy-host:22
ssh: Could not resolve hostname proxy-host: \262\273\326\252\265\300\325\342\321\371\265\304\326\367\273\372\241\243 
kex_exchange_identification: Connection closed by remote host
Connection closed by UNKNOWN port 65535

Error details

No response

Environment data

> $PSVersionTable

Name                           Value
----                           -----
PSVersion                      7.4.2
PSEdition                      Core
GitCommitId                    7.4.2
OS                             Microsoft Windows 10.0.22635
Platform                       Win32NT
PSCompatibleVersions           {1.0, 2.0, 3.0, 4.0…}
PSRemotingProtocolVersion      2.3
SerializationVersion           1.1.0.1
WSManStackVersion              3.0

Version

OpenSSH_for_Windows_9.5p1, LibreSSL 3.8.2

Visuals

No response

Start with the PowerShell ssh.exe command and the ~/.ssh/config entries for target-host and proxy-host, then compare the verbose Windows trace with the stated macOS behavior. Reproduce the ProxyJump connection using OpenSSH_for_Windows_9.5p1 and determine why proxy-host resolution fails; done means target-host connects through proxy-host without the shown error.