Does this happen for second parallel connection only or even for second consecutive? I assume that restarting WinSCP helps, right?
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Bug reports without an attached log file are usually useless.
. 2014-04-08 10:06:19.626 GSSAPI authentication initialisation failed
. 2014-04-08 10:06:19.626 Unspecified GSS failure. Minor code may provide more information Matching credential not found