I am trying to connection to a MySQL server on Host X through machine Y over SSH.
The same setup (but older version of MySQL workbench) works on my another box (CentOS 6
For me, it worked using a .pem extension key. As I only had the ppk key, I had to transform the .ppk into .gem.
To transform it, I used eating in the ubuntu terminal:
$ puttygen key.ppk -O private-openssh -o key.pem