how to transfer data between local and remote server connected via intermediate server?

I can login by ssh -X servA from local, then ssh -X servB from servA

To copy data from local to servB, I scp files from local to servA, then from servA to servB.

Is it feasible to copy files from local to servB directly and vice versa?

Answer

You can use nc (net cat) as a proxy for ssh.

So for your example, edit your ~/.ssh/config file to look like this:

Host servB
ProxyCommand ssh -q servA nc servB 22

As long as nc is in your path you should now be able to ssh or scp directory to servB

If you don’t have nc you can do it with ssh -W if your version is new enough (>= OpenSSH 5.4),

Host ServB
  ProxyCommand ssh -W ServB:22 servA