I use WinSCP 3.7.4 (build 271).
1) I change local drive, say C:
2) Change local directory to C:\Temp\upload_this (for example)
3) Change drive to D:
In external application:
4) remove directory C:\Temp\upload_this
5) Try to change drive to C:
6) You get an error message "Directory C:\Temp\upload_this does not exists"
and from now it is not possible (or in easy way) to change the drive to C:.