When I try to log in, with PuTTY already logged in and telling it to use the plink.exe associated with my PuTTY app, it tries, understands my credentials for the tunneling, but then Duo tries to do its command line prompt asking me how I want my passcode.
In other apps like WinSCP, it gives me the GUI options to choose and then enter the passcode. In HeidiSQL it just informs me in a dialog popup that Duo needs me to make a choice, then it errors and fails to connect.
I did some Googling and asked one of our IT guys, and the general impression is that, if PuTTy is connected and HeidiSQL is using plink from PuTTy, it should just connect and that this doesn't make sense.
I have to admit I'm a bit lost.