Ok, apparently you said the first server is just a relay, so let's use a SSH Tunnel. Here is what you can do in Terminal:
ssh -N -t -x -L 45454:domain2.com:22 user1@domain1.net
After entering the password you will not see anything happen. (Alternatively: remove the -N to actually see the command prompt of domain1.net.) And then in Transmit, you ask to connect to:
User: user2
Domain (server): localhost
Port: 45454
Protocol: SFTP (SSH)
This should normally allow you to use Transmit to connect to the second server, through the relay of the first one.
When done, stop Transmit, and then in Terminal hit Ctrl-C to stop ssh as well. (Or, if you started ssh without the -N parameter, then type exit instead of using Ctrl-C.)