The issue is that Sql Server does not allow any assembly that uses a Finalizer. It is forbidden in a Sql Server context. So I can't use WinSCP.dll as it is.
Is it possible to make a version that does not have any Finalizers in it? I downloaded the source code and looked through it, but I don't know C++. But I do know C# and would attempt to make changes if you think it is possible to make this work. I know it would be better to kept them there, but in this case, it's just not possible.
I would be happy to make a donation if you could make this work.