Connection is closed from your WinSCP point of view. Definitely there's nothing that WinSCP can do to make it more closed.
Particularly if there is router/firewall or anything similar between WinSCP and the server, it does not necessarily mean that the connection is closed from server's point of view. That's the same as with any other TCP/IP client.
A questions has been raised by the operator of an SFTP site that I'm connecting to with WinSCP. Their question is "Are you ending SFTP Session if your SFTP Client unable to establish connection?" Based on the error I'm seeing in the log (Server unexpectedly closed network connection), the connection is being closed by them. As far as I can tell, our script simply stops at this point and there is nothing more that we can do. Can someone confirm that when the above error is reported, the connection to the server is closed and there is nothing to do to make it "more closed".
Thanks,
Don