Either use the sftp command, it also supports the -J option, or use SSH tunneling.
For example here I bind the homelab 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 user@vps-ip
(user@homelab) $