A week later I emailed with the company of the sftp server, and they showed me their log - and it seemed that I was trying to save the files located on my web server on to the sftp server (failing of course). Somewhere there had to be a mixup with the two sessions - that is all I can tell. Maybe after session timout/connection lost - I had been connected for a while to both and experienced at least one reconnect.
It may help to mention that I was trying to connect to the sftp server from the web server at the time in PHP(using different methods - ), possibly leaving a connection open, but I dont get why editing a file on the web server would try to save it on the sftp server when in WinSCP.
I did not manage to replicate it. Still, it was serious enough to mention here, as I did not see it mentioned in the bugfix list.
I use WinSCP 5.1 // Commander // Win7 // Didn't have logging enabled.