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At present, if a host has multiple addresses, PuTTY merely connects to the first one it gets. This is arguably incorrect behaviour, and PuTTY should try each address in turn until it gets one that works. My feeling is that a Socket_Addr should be able to contain multiple addresses, and sk_new should handle the retries, but I haven't thought out how proxying would work.
RFC 1123 has this to say on the subject:
SGT, 2005-01-16: This is much more important in an IPv6-supporting world, since there's the possibility that your DNS lookup will return you an IPv6 and an IPv4 address in that order, and if you can't route to the former then you must fall back to the latter or else the introduction of IPv6 support has made matters worse for you. Hence, done.
When the remote host is multihomed, the name-to-address translation will return a list of alternative IP addresses. As specified in Section 126.96.36.199, this list should be in order of decreasing preference. Application protocol implementations SHOULD be prepared to try multiple addresses from the list until success is obtained. More specific requirements for SMTP are given in Section 5.3.4.
Audit trail for this bug.