My work network requires all outgoing traffic to go through their corporate proxy. Also, to connect to our mySQL server, we need to do SSH tunneling.
I am able to get system ssh command working through the proxy by using corkscrew and can connect to our server successfully. I am also able to connect via SequelPro app, as that just uses regular ssh commands in the background. I am unable to connect via DataGrip.
It looks like DataGrip uses jSch library for SSH tunneling and there do not seem to be any settings to set up the proxy to use for the tunneling. It does not seem to take the proxy settings from Preferences -> System Settings -> HTTP Proxy for the tunneling and just throws an exception when trying to connect.
jSch library does support going through a proxy as can be seen in the example here, it just needs to be configured: http://www.jcraft.com/jsch/examples/ViaHTTP.java.html
Can you take a look at the issue?