First, thank you so much for all the energy you have put to make WinSCP so great. :D
Then, I'd like to propose you to add a way to cancel an attempt to connect a currently dead server.
I don't know for other OSes, but I think that the default timeout for the port management, under Windows, is 40 seconds.
This can be very, very, very long. A button to cancel the attempt would be fine.
I haven't seen such a question/request, but maybe was I unlucky in my searches?