According to the vendor documentation for our SFTP server the algorithms SHA1, SHA256, SHA512, and MD5 are supported over SSH/SFTP.
Most probably, the documentation is either wrong or you have misinterpreted it.
Isn't the documentation you refer to about SSH, rather than about SFTP? This is SFTP-only functionality. It has nothing to do with algorithms used by SSH.
Can you post a link?