If I understand it correctly, it not only WinSCP that has problem with the files, right? In that case you should ask the question on some general computing site, like https://superuser.com/
Thanks for this idea.
I tried to get the error with a WinSCP alternative and it's the same.
All regular files were copied and some corrupted files too.
I think on our servers are some file spawns which cannot be detected as regular file by WinSCP or other file transmission software, so the error occurs.
Thanks for your help!