Now I've tried with WinSCP 3.7.1. The problem seems to have been solved with this version. At least I just sucessfully copied a directory recursively to the server that had the problem.
There has been no solution from the OpenSSH-list.
Something must have changed on the server as I have fixed WinSCP to display correct error message only.
The problem "Received SSH_FXP_NAME packet with zero or multiple records" was manifested here and here what I did to solve it.
First I login to the machine with the ssh and use a regular user (root doesn't count).
I entered the directory where the error is ocurring and listed it using ls -la. Check the current directory and up one level (. and ..). If it appear as ./.. Permission denied, do the follwoing:
1. force the filesystem to umount(umount -f /filesystem).
2. Check the permissions of the mount point.
3. Mount it.
I think this error is due to a chown command while the directory was being used by any PID.
This problem manifested while using WinSCP. FileZilla wasn't presenting this behavior.