You may find "Location profiles" feature useful. You may replace the simple bookmark manager with it.
See https://winscp.net/eng/docs/ui_locationprofile

Hi!

I think that WinSCP is one of the most useful programs available!
May I have a suggestion:
Is that possible to give custom name to a bookmark? I don't mean nothing complex, just a simple 30–40 character long description-like name. I think it can make the bookmarks easier to identify later.

Greets:
Balázs Márton from Hungary
:D