Thank you all for your help. The problems are caused by various combinations of these issues:
After the first two fixes, WinSCP should work fine on Wine 11.15. More recent Wine versions have the Bug 60689 regression. It can easily be worked around on WinSCP side. But that's against Wine policy.
- Issue 2481 – Failure when system fails to provide timezone information for specific year
- Issue 2482 – Failure when showing a message box on a system that does not support annotating accessible elements
- https://bugs.winehq.org/show_bug.cgi?id=60689
After the first two fixes, WinSCP should work fine on Wine 11.15. More recent Wine versions have the Bug 60689 regression. It can easily be worked around on WinSCP side. But that's against Wine policy.