No SSH options is supported in openshift-deployer-plugin, and as jsch is used, there's no workaround possible.
If standard git, or ssh commands were used then it would be possible to add a ~/.ssh/config file with extra SSH configuration such as proxy tunnel.

For example :
{{
$ cat ~/.ssh/config
Host *.mycompany.fr
ProxyCommand proxytunnel -E -p tunnel.mycompany.fr:443 -d "%h:%p"
TCPKeepAlive yes
StrictHostKeyChecking no
}}

jsch support various options, such as proxy tunnel, would be possible to make them configurable for both direct usage by openshift-deployer-plugin but also for jgit ?

Typical error I get :
{{
[OPENSHIFT] Deployments found: [/var/jenkins_home/jobs/primesui/workspace/target/scala-2.11/primesui_2.11-0.1.2.war]
[OPENSHIFT] Deploying to OpenShift at http://broker.xxxxx.mycompany.fr. Be patient! It might take a minute...
[OPENSHIFT] Deployging /var/jenkins_home/jobs/primesui/workspace/target/scala-2.11/primesui_2.11-0.1.2.war
[OPENSHIFT] Starting SSH connection to ssh://5551cfa0e299d9093d0003c6@xxxxx.mycompany.fr
[OPENSHIFT] Using SSH private key /var/jenkins_home/.ssh/id_rsa

ERROR: [OPENSHIFT] java.io.IOException: Failed to deploy the binary. timeout: socket is not established
at org.jenkinsci.plugins.openshift.SSHClient.deploy(SSHClient.java:99)
at org.jenkinsci.plugins.openshift.DeployApplication.doBinaryDeploy(DeployApplication.java:191)
at org.jenkinsci.plugins.openshift.DeployApplication.deploy(DeployApplication.java:169)
at org.jenkinsci.plugins.openshift.DeployApplication.perform(DeployApplication.java:153)
at hudson.tasks.BuildStepMonitor$3.perform(BuildStepMonitor.java:45)
at hudson.model.AbstractBuild$AbstractBuildExecution.perform(AbstractBuild.java:770)
at hudson.model.Build$BuildExecution.build(Build.java:199)
at hudson.model.Build$BuildExecution.doRun(Build.java:160)
at hudson.model.AbstractBuild$AbstractBuildExecution.run(AbstractBuild.java:533)
at hudson.model.Run.execute(Run.java:1759)
at hudson.model.FreeStyleBuild.run(FreeStyleBuild.java:43)
at hudson.model.ResourceController.execute(ResourceController.java:89)
at hudson.model.Executor.run(Executor.java:240)
Caused by: com.jcraft.jsch.JSchException: timeout: socket is not established
at com.jcraft.jsch.Util.createSocket(Util.java:394)
at com.jcraft.jsch.Session.connect(Session.java:215)
at org.jenkinsci.plugins.openshift.SSHClient.deploy(SSHClient.java:77)
... 12 more
}}