Re: Proxy settings
It's probably a firewall that blocks the transfer connection.
The easiest solution is to configure the session in WinSCP GUI and have WinSCP generate the code for you.
See
https://winscp.net/eng/docs/ui_generateurl
https://winscp.net/eng/docs/guide_filezilla_automation
https://winscp.net/eng/docs/rawsettings