I got this problem...
My machine is a Windows(S1), who needs to connect to a Linux Server(S2) [used like a jumpbox], to connect with Linux Server(S3), which is the target machine.
I got Putty and Xming well configured, since I can open Firefox browser on S2; but when I connect to the S3 via SSH I can't open any X app there. I installed the xclock so I can test it, and I got this message:
Error: Can't open display
My proceedure is: Windows >putty> LinuxS2 >SSH> LinuxS3. Can open X apps on Linux S2, but not on Linux S3.
The networks between Windows and Linux S3 are differente, that's why the Linux S2 exists.