ProxyJump is a newer functionality. There used to be only ProxyCommand. ProxyJump is a shortcut for the usual way to use ProxyCommand to connect through a bastion host but ProxyCommand is more flexible. For example with ProxyCommand you can run any command to connect to the remote host. ProxyJump only connects over ssh. I think I replaced all my ProxyCommand with ProxyJump because I don't need much else than the normal use case.