host key for multiple FTP servers being NLB.

I'm using host key in the script to connect to a FTP server which is managed by NLB. There is more than 1 FTP server. Tried to add each host key but it does not seem to stored it. In the meantime, it is connecting directly to one of the FTP server by IP. Is there a solution for this?

Tried to add each host key

What did you do exactly?

Did you press the Add button on the "Warning - Potential security breach!" prompt?
https://winscp.net/eng/docs/message_security_breach