Your duplicate question at FileZilla forum:
some files not showing up in fillezilla - FileZilla Forums

There it was confirmed that it's a limitation of your FTP server, which returns only the first 10,000 files.

The files are not visible on remote side. When I download via cPanel then refresh WinSCP I can see them on local side.

Hello,
For some reason WinSCP does not view all files. I can see some certain files via cPanel file manager but they do not show up in WinSCP. They do not show up in FileZilla either.

Any ideas?