Found out to be a problem with the Windows openSSH package.
In ProxyCommands, it asks for the full path qualifier, but it's better to use forward slashes here!
so changed to
Host of15
HostName 123.125.47.xxx
Port 1615
User lixiang
IdentityFile C:\Users\MyPC\Desktop\lixiang\id_rsa
Host of16
HostName 192.168.1.xx
User lixiang
ProxyCommand C:/Windows/System32/OpenSSH/ssh.exe -W %h:%p of15
StrictHostKeyChecking no
UserKnownHostsFile /dev/null