Create an environment variable called "GIT_SSH" with the path to the PuTTY plink.exe or preferably to TortoiseGitPLink.exe. This can be done on the command line by executing "set GIT_SSH=PATH_TO_PLINK.EXE" ("C:\Program Files\TortoiseGit\bin\TortoiseGitPLink.exe" on default installations)
I followed this suggestion and set
set GIT_SSH="C:\Program Files\TortoiseGit\bin\TortoisePlink.exe"
However, for me with Git for Windows (version 2.35.3.windows.1) installed on Windows 10, this causes the error