Few minutes ago, while RTFMing
ssh_config(5), I came across following option:
ProxyUseFdpass Specifies that ProxyCommand will pass a connected file descriptor back to ssh(1) instead of continuing to execute and pass data. The default is no.
Now, I can connect to SSH over proxy, without leaving an
nc running for the duration of
ssh -o ProxyUseFdPass=yes -o ProxyCommand='nc -F -X 5 -x 127.0.0.1:8080 %h %p' -l user server