If your local machine is not reachable from the internet, you could set up the cheapest VPS - you can get a free one for 12 months at https://azure.microsoft.com/en-us/free/#all-free-services Connect from your destination machine (the firewalled one) to the VPS, and set up a reverse tunnel. For example, drop this into your ~/.ssh/config on the destination machine:
Host rtun
Hostname something
RemoteForward 1234 localhost:22
tmux new-ses 'while sleep 1; do ssh rtun; done'
Then configure your local machine to connect to destination via the jumpbox:
Host vps
Hostname something
Host destination
Hostname localhost
Port 1234
ProxyJump vps
ssh destination
should work now.
Make sure to use SSH key auth, not passwords, and never transport secret keys off-machine. It’s easier to wipe and recreate a VPS, if you lose keys, than to explain to Security folks how you were the donkey that enabled the breach.
Once I a very sleepy adult human happened to accidentally stand smack in the middle of my ThinkPad P50, with plastic everything. It’s 7 years old now, and still works fine.