Are you even using Registry to store your configuration? Don't you use an INI file? If not, then the bookmarks must be there. If they are not, you do not have any stored bookmarks. WinSCP never deletes any bookmarks on its own.

I searched all folders and subfolders at your mentioned path in Registry, but didn't find any bookmarks.

Use shared bookmarks, instead of session bookmarks:
https://winscp.net/eng/docs/task_navigate#bookmarks

You can find the bookmarks in registry:
HKCU\SOFTWARE\Martin Prikryl\WinSCP 2\Configuration\Bookmarks

Hi,

I had lot of bookmarks on my AWS EC2 machine which I connected via Port 22 on WinSCP.
But as I have the dynamic IP which gets changed on each STOP/START of machine.

So after about a month of adding that Server configuration now the IP is changed, and when I updated that IP in Winscp, all my bookmarks are gone.
Any way to retrieve the bookmarks?

And you can take this as suggestion for helping people that - Save the Winscp Bookmarks using some internal Winscp ID, not against the Hostname/IP address (as it could change with time).

Thanks.