How do I configure site, transfer and/or any other settings for which there are no script commands?

For site settings, you can use -rawsettings switch of open command.

See raw site settings syntax.

For global settings, use /rawconfig command-line parameter.

For example, to configure changing case of filenames to lowercase during transfer and reconnect interval, use:

winscp.exe ... /rawconfig Interface\CopyParam\FileNameCase=2 Interface\SessionReopenAuto=10000

In .NET assembly, use Session.AddRawConfiguration:

session.AddRawConfiguration("Interface\\CopyParam\\FileNameCase", "2");
session.AddRawConfiguration("Interface\\SessionReopenAuto", "10000");