If there's a way to combine both steps into one command, you can specify that as a shell in session settings:
https://winscp.net/eng/docs/ui_login_scp
If not, I'm afraid it may not be possible to use WinSCP with your router (unless it supports SFTP or FTP).
https://winscp.net/eng/docs/ui_login_scp
If not, I'm afraid it may not be possible to use WinSCP with your router (unless it supports SFTP or FTP).