I think that in general, if you're doing anything fancy with SSH, you're better off setting it up in SSH than trying to convince Tramp to do anything with it. See something like https://wiki.gentoo.org/wiki/SSH_jump_host . Basically, the goal is you should be able to type "ssh someSSHConfig" and get to the shell of the device. If you can do that, you don't need to worry about what Tramp can and can't do, and if SSH adds a feature that works in the SSH config you don't even have to wonder if Tramp can use it.
And then it also works with everything else that works with SSH.