Protocol was SFTPv3. I did not try SCP because my connection is not that good and since it does not support resuming I had no other choice.
After copying 2GB I get following message.
Bad message (badly formatted packet or protocol incompatibility). Error code: 5 Error message from server: Bad message Request code: 5
I'm not quite sure what's the reason for this.
From your FAQ I've found out that SFTPv3 should be able of transfer larger than 4GB.
The file was in a SMB-mounted directory. Could it be there is something wrong with the Samba thing ?