Read private key from string (not file)

We are storing our Private SSH Key in Azure Key Vault.
We retrieve it as a string, where string the whole key.
WinScp COM library only allows adding "SshPrivateKeyPath" in the SessionOptions.

Now we don't want to write out the key in a text file, as that would beat the purpose of storing the key in to Azure Key Vault, for security reasons.

Is there a hidden way to load the key as a string or similar, and not a a physical file?

Azure Key Vault is client's requirement.

Sorry, it's not possible, atm.

Do you know if that's on the road map, or would be considered? We already have existing services running WinSCP in the code, but this feature made us re-develop for an alternative library.

It's not on the road map, as it's not frequently requested, sorry.