How to check progress of sql-sync that hangs up?
Run with --verbose or --debug to see more and lots of output, respectively, or run with --simulate to see only the commands that Drush would run.

Another helpful thing to do with sql-sync is to run drush @mysite.es.remote sql-conf and drush @mysite.es.local sql-conf - this will print out the database records sql-sync will use for the two sites.  In your case, since you are getting to the y/n prompt, this part is probably working.