Thanks for your report.

I have added these issues to the tracker:
Issue 2430 – Some message boxes leak GDI handle
Issue 2431 – Login dialog leaks GDI handles

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Can you send me an email, so I can send you back a development version of WinSCP for testing? Please include a link back to this topic in your email. Also note in this topic that you have sent the email. Thanks.

Every time "Connecting..." dialog is shown, 1 GDI object is leaked.
Steps to reproduce: create new connection ("New site") for non-existing server, for example FTP on localhost on some random port, enter some random username and password (to prevent WinSCP from asking for username every time). Press login, the "Connecting to..." dialog will be shown briefly and connection will fail and "Connection failed" dialog will be displayed. Note GDI objects count (in Task manager, Process Explorer or any other tool). Press "Reconnect" and wait a few seconds for "Connection failed" dialog. GDI objects counter grows by +1. Repeat.
If you have a tab with remote session open and server goes offline, this can leak 1000s of GDI objects due to reconnection attempts.

8 GDI objects leak in "Login" ("New site") dialog.
Steps to reproduce: Press "New tab" (or Ctrl+N), then close the dialog. GDI objects counter grows by +8.