I couldn't connect to MySQL server with plink.exe via ssh again. Looks like plink.exe closes ssh-connection at once after start. At the same time, putty.exe creates the same tunnel (standalone) successfully and Heidy in tcp/ip mode can connect to the server through putty's tunnel.
I have run plink.exe standalone and tried use this tunnel in Heidy likewise as Putty's tunnel. It's passed, but Heidy connects to the MySQL server too long time.
But problem disappeared when I am downgrade Heidi to r3250 ...