Can confirm this issue as well (and more): I recently migrated my system from OpenSuse 15.6 to trixie, and the config containing a ProxyJump entry worked fine there (remmina-1.4.35-150600.1.2.x86_64, libssh4-0.9.8-150600.11.6.1.x86_64). Under trixie, I had to switch to a ProxyCommand workaround to make it work again.
Given the different versions I used before vs. what trixie provides now, maybe it is some upstream regression. And there is indeed https://gitlab.com/Remmina/Remmina/-/issues/3426 which I just commented on.
