I too had this issue. And yes, I was limited to 1,998 files in a folder on WinSCP as well as FileZilla. After reading this article, I did a little test. Lets say my directory name was "100" that had more than 1,998 (by the way, I know I had approximately 3,000 files in that folder from cPanel).
I created another directory and named in "100a". This was convenient so as I loaded my web site, all I had to do was add an "a" to the path for the file name. I then moved 100 photos out of directory "100" to directory "100a" Immediately, directory 100 started showing files I could not see previously.
In short, if you have reached the magical "1,998" files in a directory, you must create a new directory.

That's not a bug, but intentional server configuration.

The server deliberately limits directory listings to 10000 objects. Since the special . and .. directories are sent, too, you are left with 9998 usable objects.
Either the admin is aware of it as planned limitation (to cut bandwidth), or the admin is lazy (the limit is set by default in some server software).

Contacting server support is the correct way.

There's a lot more than two files missing, and they are not hidden files. My husband says maybe our server only delivers so many bytes per request, and we have to configure it differently to serve more. I will inquire and/or we might decide to figure out a better solution by breaking up the folder into many subfolders with a smaller number of files in it. Thank you so much for your help and for your wonderful program.

So then you should contact your web hosting provider, as this looks like a server-side bug.
Unless those two missing files are hidden files (their name start with a dot).

martin wrote:

What protocol? Can you access the other files with any other client using the same protocol?

Sorry. Protocol FTP. I downloaded Filezilla and tried using that. It also shows only 9,998 files and only 356 KB total, but when I log into my cPanel I see all files and it says the folder is a total of 544 KB.

What protocol? Can you access the other files with any other client using the same protocol?

I have more than 10,000 files in a single remote folder.
WinSCP version 5.11.1 (Build 7725) will only show 9,998
files, so I have no access to a couple of hundred files.
This issue has been present in previous versions as well
and I was hoping it would have been fixed with this latest
release.