public SFTP(string sHost, int iPort, string sUserID, string sPassword, string SshHostKeyFingerprint, string ExePath)
{
    SFTP_Host = sHost;
    SFTP_Port = iPort;
    SFTP_UserID = sUserID;
    SFTP_Password = sPassword;
    SFTP_SshHostKeyFingerprint = SshHostKeyFingerprint;
    ExePath = ExePath;
}
 
public void ConnectSFTP()
{
    // Set up session options
    SessionOptions sessionOptions = new SessionOptions
    {
        Protocol = Protocol.Sftp,
        HostName = SFTP_Host,
        PortNumber = SFTP_Port, 
        UserName = SFTP_UserID,
        Password = SFTP_Password,
        SshHostKeyFingerprint = SFTP_SshHostKeyFingerprint
    };
    sessionOptions.AddRawSettings("Cipher", "aes,chacha20,3des,WARN,des,blowfish,arcfour");
    SFTP_Session = new Session();
    SFTP_Session.ExecutablePath = ExePath;
    //SFTP_Session.XmlLogPath = "Z:\\Data\\WinSCP.xml";
    //SFTP_Session.SessionLogPath = @"Z:\Data\WinSCP.log";
 
    // Connect
    try
    {
        SFTP_Session.Open(sessionOptions);
        TraceLog.appendTransactionLog("Connected to " + SFTP_Host + ":" + SFTP_Port);
    }
    catch (Exception ex)
    {
        TraceLog.appendTransactionLog("Failed to connect to " + SFTP_Host + ":" + SFTP_Port + Environment.NewLine + "Error: " + ex.Message);
    }
    finally
    {
        if (SFTP_Session != null)
        {
            SFTP_Session.Dispose();
        }
    }
}

SFTP client = new SFTP(sftpHost, iSftpPort, sftpUserID, sftpPassword, sshHostKeyFingerprint, ExePath);
client.DownloadFiles();
 
public string DownloadFiles()
{
    ConnectSFTP();    // FAILS HERE ...
 
    try
    {
        using (SFTP_Session)
        {
            SFTP_Session.QueryReceived += (sender, e) =>
            {
            e.Continue();
            }
        };
        ....
    }
    catch (Exception e)
    {
        ...
    }
    finally
    {
        if (SFTP_Session != null)
        {
            SFTP_Session.Dispose();
        }
    }
}