Two possible causes:
1) Your firewall/NAT is not configured correctly and does not allow the same FTP transfer connection port range as your FTP server is using. So once the server chooses to use a non-allowed random port, the transfer fails.
2) Your server runs out of free FTP transfers ports because it has a narrow range of ports allowed.
Or there yet another problem.
Please attach a full session log file showing the problem (using the latest version of WinSCP).
To generate the session log file, enable logging
, log in to your server and do the operation and only the operation that causes the error. Submit the log with your post as an attachment. Note that passwords and passphrases not stored in the log. You may want to remove other data you consider sensitive though, such as host names, IP addresses, account names or file names (unless they are relevant to the problem). If you do not want to post the log publicly, you can mark the attachment as private.