The .xpra session file for SSH->SSH proxy sessions does not seem to save the setting indicating that the destination and proxy usernames differ from each other. The usernames themselves are saved correctly, but when opening the session file Xpra tries to connect to the destination with the proxy username.
The problem was with the username and password "same as proxy" checkboxes not being preserved when loading a session file. This is fixed in r24511 for trunk, backported to the stable v3.0.x branch in r24512.
You can find beta builds for both branches here: https://xpra.org/beta/windows.
Please close this ticket if that works for you.
Not heard back, closing.
this ticket has been moved to: https://github.com/Xpra-org/xpra/issues/2496