Sorry, but your questions are very broad. This is not a right forum for such questions.

So I'm just going to answer the only WinSCP-specific questions:

Enormous number of files/directories and huge files: WinSCP does not have any specific limit. But if latency is high, it can take lot of time for WinSCP to find the differences.

Block-level synchronization: In general this is possible with SFTP. But it requires a server that does support block-level checksums (the check-file* extension). That excludes the most common SFTP server, the OpenSSH, and many others. And WinSCP does not support block-level synchronization anyway, particularly because lack of server-side support.

I researched the topics to find the answers. Posting for future reference for people who might need the same info.

1. Search for Dynamic DNS services.
On each connection of the router to the ISP the IP changes. The router can be setup so it tells the Dynamic DNS its new IP each time it connects. By having such a setup the local machine does not have to care about changing IPs (of the SFTP server) and can just connect to it with a domain provided by the Dynamic DNS service.
2. I suppose https://winscp.net/eng/docs/ui_pageant and also securing both the server and the client as much as possible.
3. No idea.
4. It looks like GoodSync can actually connect directly to SFTP, so block level feature should work on SFTP too.

Currently, I have two Shuttle fan-less PCs which are approved for 24/7 usage and are virtually free of maintenance.

I would like to place one in a remote location and one where I am. The local one would be attached to a drive with around 4TB of data.
On the remote machine I would look into how to setup an SFTP server. On the local machine I would install WinSCP and create an automated routine to backup the 4TB of data.

Both are running Windows 7.

As my knowledge in the area is limited I am looking for guidance rather than exact steps I need to take.
I would then look into the details and do my own research.

Questions:
1. If the remote machine (SFTP Server) IP address changes occasionally, how would the local machine (IP address changes too) deal with reconnects and security keys? Workarounds?
2. What would be the highest level of security available for such a setup and how to achieve it? (rough info is more than enough)
3. How would WinSCP deal with such amount of data, meaning enormous number of files/directories and huge files as well? (Initial synchronization would not be done over the Internet)
4. Is there a support for Block-Level Sync or a similar feature? I read GoodSync Connect has this feature, although I would like to use open source software of which I can dig into the security implementation if I wish to.