To me it looks like you cannot even login. Or do you mean that the authentication succeeds, but the connection is closed right after that?
Don't you have an access to the /incoming directory only? Did you try to specify that directory in session settings? https://winscp.net/eng/docs/ui_login_directories
If this does not help, please post a session log file.

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**PLEASE NOTE**: Inbound files to this server MUST be placed in the /incoming directory