Hi Ulrich, Your comments pointed me in the right direction. The trick is indeed to use "ProxyCommand" instead of the more modern "ProxyJump" which doesn't seem to be supported by X2Go/libssh, yet.
On my Ubuntu 20.10 machine the following worked for me:
Host foo ForwardAgent yes ProxyCommand ssh -YJ user1@first.example.com,user2@second.example.com -W %h:%p user3@foo.example.com
Users on older machines might want to check if their SSH client supports the -J argument. If it's not supported a carefully crafted chain of ssh invocations might be required.
Thanks a lot!
Martin
-- Martin Konrad Facility for Rare Isotope Beams Michigan State University 640 South Shaw Lane East Lansing, MI 48824-1321, USA Tel. 517-908-7253 Email: konrad@frib.msu.edu