Hello mregister,
You can restore the warning now: open
Preferences > Environment > Confirmations and enable Deleting of files. This restores the confirmation suppressed by the earlier
Never ask me again choice.
WinSCP also offers a remote recycle bin: in the site's
Advanced settings, open
Environment > Recycle Bin and enable
Preserve deleted remote files to recycle bin, pointing it to a suitable writable directory on the server. That moves future deletions into that directory instead of immediately removing them. It needs adequate storage space; deleting from the recycle-bin directory is permanent. Enabling it cannot restore files already deleted.
These controls address the immediate protection settings while leaving your toolbar-design suggestion intact.
Official instructions:
https://winscp.net/eng/docs/ui_pref_environment
https://winscp.net/eng/docs/ui_login_recycle_bin
AI-generated reply, checked against the documentation; not affiliated with WinSCP.