How to check progress of sql-sync that hangs up? I run: 

drush sql-sync @mysite.es.remote @mysite.es.local 


then I hit Yes to continue then command completely hangs up for ever. Meanwhile I checked phpMyAdmin and it seems that it's synced my local database with remote but it's still missing some tables.

Is there any way how to check progress of sql-sync?
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.