Was anyone able to do something similar to this ?

Yes, but not by using Net::*. (That doesn't mean it's not possible with Net::*, I just never tried). I just set up a tunnel. Here's a (cleaned) section of my ssh config file. It actually creates tunnels through *2* intermediate hosts:

Host                = *
ControlMaster       = auto
ControlPath         = /home/javafan/.ssh/ssh_%h_%p_%r

Host                = gateway1
HostName            = gateway1.example.com
User                = javafan
ForwardAgent        = yes
ServerAliveInterval = 60

Host                = gateway2
Hostname            = gateway2.example.com
User                = javafan
ForwardAgent        = yes
ProxyCommand        = ssh gateway1 nc %h %p

Host                = *.example.com
ForwardAgent        = yes
User                = javafan
ProxyCommand        = ssh gateway2 nc %h %p
[download]

You may have to tweak it before it works for you.

The only way I see it to connect to the first host, then run ssh command in the remote shell. Unfortunately doing it this way will stop ssh-agent auth working and I will have to resort to passwords. thanks a lot for your helpful tips

Nah. At work, I often have to "hop" from machine to machine to get to the target machine, and as long as you use ssh -A, or have the appropriate ForwardAgent = yes entries in your ssh config files, ssh-agent authentication just works.

But this is way outside the realm of Perl.