This is likely caused by folder redirection feature of Windows Vista and newer. You do not have a write access to C:\Program Files(x86)\WinSCP\Putty. When using redirection-inaware application (such as PuTTYgen), Windows redirects writes to system directories to user profile folder. Files created this way are only visible from other redirection-inaware applications. This is not a case of WinSCP nor Windows Explorer. Make sure you generate your keys to a folder you have a write access to. Or run PuTTYgen as admin.

Using version 5.1.2 or 5.1.4 I am unable to see the SSH DSa keys that I generated and stored in the C:\Program Files(x86)\WinSCP\Putty directory. They are not visible from the Windows explorer or the WinSCP Commander GUI. They are only visible when in PuTTYGen!

The only fix I have been able to make is uninstall 5.1.4 completely, reboot, and install WinSCP 4.4.0.

Is there a bug here?

Thanks,

Greg