Thanks for your post.

Since OpenSSH 6.8, you have to add the -E md5 switch to get the format needed for WinSCP.

I've added this to the documentation:
https://winscp.net/eng/docs/faq_hostkey#from_putty

Trying to figure out what to specify in SshHostKeyFingerprint option.

# ssh-keyg#n -l -f /etc/ssh/ssh_host_rsa_key
2048 SHA256:zmWQQKu5t2Laj+K0rfER3pZwbWmmcEqaboKp0Qnps5c root@host (RSA)
# ssh-keyg#n -l -f /etc/ssh/ssh_host_dsa_key
1024 SHA256:C3DC/BTw1g0yqSBIlnzrpPv0DQ/7o/GwbAV/LEtRzvE root@host (DSA)
# ssh-keyg#n -l -f /etc/ssh/ssh_host_ecdsa_key
256 SHA256:5844+WCmfmOxiGcCS4KuxL1T8qt5O75G/P2NWG4kusY root@host (ECDSA)

All this 3 values are not accepted by WinSCP .NET Assembly. None of them is in format "ssh-rsa 2048 xx:xx:xx:xx:xx:xx:xx:xx:xx:xx:xx:xx:xx:xx:xx:xx" (https://winscp.net/eng/docs/library_powershell).

What should be set in SshHostKeyFingerprint? How to get this value?