Imagine the following situation:
I do not have direct SSH access to Server-A due to IP filtering restrictions. To access the server (from windows using putty), I first connect to Server-B, which has a white listed IP address, and from there SSH into Server-C, and then SSH from there to Server-A (I know that sounds insane, but unfortunately I do not have rights to change the IP filtering restrictions). Is there a way using putty/winscp/anything else to download a file from Server-A to my local PC?