Finally what is the solution for this issue. I did not find anything from above discussion.
I had an Azure function which i am hosting in Azure. I installed WinSCP 5.13.8 from NuGet package manager. When I run this code in local, it is working fine. But this throwing above method not found error once I hosted the function and ran it from AZURE.
ERROR: System.MissingMethodException: Method not found: 'Void System.Threading.EventWaitHandle..ctor(Boolean, System.Threading.EventResetMode, System.String, Boolean ByRef, System.Security.AccessControl.EventWaitHandleSecurity)'.
Edit: Sorry for the confusion. It is not working in my local either. Do I need to add any packages? Please help me out.