Either use the sftp command it also supports the -J option or use SSH tunneling. For example here I bind the port 4533 to my local port 8080.

$ ssh -L 8080:vpn-homelab-ip:4533 user@vps-ip
(user@vps) $

I can now open a new shell and run:

$ curl http://localhost:8080/
<a href="/app/">Found</a>.

You could also do it this way:

$ ssh -L 8080:localhost:4533 user@vpn-homelab-ip -J leonhardt@vps-ip
(user@homelab) $