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I want to copy a file from an ssh session to my local host. The problem is the ssh session isn't accessible from my local host, I need to first connect to an intermediate ssh (ssh1) session, then access to the ssh session in question (ssh2).

So far, I tried to use scp in this way :

scp username@ssh1:username@ssh2:file .

This connects to ssh1, but instead of connecting to ssh2 next, it searches for the file username@ssh2:file. Of course, this works :

1. ssh username@ssh1
2. scp username@ssh2:file .
3. exit 
4. scp username@ssh1:file .

but this is time consuming, especially with entering passwords. Is there a better method?

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Yes, there is better method. Use Master session capability of SSH (newer versions). It creates controll session, so you don't have to authenticate for some period of time.

It's described here:

https://en.wikibooks.org/wiki/OpenSSH/Cookbook/Multiplexing

Probably all that you need is to edit/create your .ssh/config. Add there definitions which control the Master sessions:

ControlMaster auto
ControlPath ~/.ssh/cm_socket/%r@%h:%p
ControlPersist 4h
ServerAliveInterval 30

Then you can specify your first hop server definition like:

Host first_hop
Hostname <your first host FQDN or IP>
User <your user>

And the second hop will use your first hop server as proxy:

Host second_hop
Hostname <your second host FQDN or IP>
User <your user>
ProxyCommand ssh -W %h:%p first_hop

Don't forget to create the ~/.ssh/cm_socket directory and config permissions should be 644.

Then you should be able to SSH or SCP directly to/from your second server. There can be more servers chained like this.

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