I get an error trying to connect to a server thru SSH via a SOCK5 proxy with Putty.
The error is: Proxy returned Unexpected Version
Any clue what this error is, or how to troubleshoot? the Proxy connection works via FileZilla and Mozilla.
Are you sure your proxy is a SOCKS-5 proxy. The error message you are getting is telling you that Putty is expecting the proxy version to be 5 and that the proxy is returning an incorrect version (not 5).
If you can interpret a bit of code you can see exactly what's happening by looking at the Putty proxy code and a quick look at the SOCKS protocol.