After spending hours trying to find the solution myself, I decided to sign up in this forum. Situation: I have a Zyxel NAS520 (behind a Netgear router) which I want to connect from another location for safe file transfer. I downloaded the latest version of WinSCP and configured my NAS to include SSH service. Acc. WinSCP info this seems to be done properly (availabe protocols are transfer protocol SFTP-3, cryptographic protocol SSH-2, OpenSSH_6.7).
Next step was to connect to the NAS from my PC. I started using FTP login and could see and access the complete folder structure on my NAS. As expected. Next step was to login via SFTP and here I stumbled into the first issue: the displayed folder-structure of the NAS is completely different/unexpected: only a /Home/* folder w some sub folders, one for each NAS user (created some time ago). That's it. Not the existing folder structure on my NAS w all my files. I think I am missing something related to the certificates or so (handshake?), because the FTP login seems to work as expected. I hope someone can shed some light what is missing.