No, WinSCP does not have such functionality.
So up front...This sounds ridiculously silly and a bit of a time warp.
I have a PS script set up to retrieve files each morning but the FTP connection is ridiculously slow. I can download <500kb files fine but the download speed degrades very quickly - like down to 2kb/s at times... and often the connection is simply just lost. It’s been quite a while since I’ve seen 2400 baud speed :)
The “smaller” files download reliably... but the “larger” (ie 10mb) will fail often. The best solution I have on my side is to manually download the file... abort, download/resume... repeat... and I can get the file in a minute or so.
Anyways, with that backstory... is there a way to chunk a download so that I can download say 500kb at a time until the download is complete?