how about just this (assuming you have your ssh keys all set)

tar cf - $directory | ssh $dmz "ssh $final_dest tar xf -"
[download]

there's no need for scp if you're tunneling over ssh, why encrypt/decrypt more than than once... but if you must it might take some fooling with ssh/scp options...

ssh -f -L 9999:$final_dest:22 $dmz sleep 30
scp -o StrictHostKeyChecking=no -P 9999 $directory localhost:
[download]