That's interesting! And it should work. Is the intent to get to that last machine and then tunnel directly back to the first machine, or does the reverse tunnel have to to through the original series of tunnels?
Yes, the idea is to create one tunnel that starts at my local machine and ends at the last server in the chain, then create a separate tunnel inside that one that goes straight from my local machine to that last server, so as to preserve data privacy on the hops in between.
The problem is that I can't create that second tunnel because I can't get back to the bash shell running on my local machine. I have to log out of the shell running on the final ssh server, which closes the first tunnel- no good.
Here's a diagram of what the finished connection should look like:
My computer --> Server 1 --> Server 2 --> Server 3
| Nested Tunnel |