The next day when I left my computer on but unused for several hours. I ran the script that used winscp and again it couldn't find winscp. This time the folder existed but only contained a single dll, DragExt64.dll I think. I looked to see if Windows Security showed any events but couldn't find anything. After looking at Windows Security I thought the problem might be the Reputation-based protection. I didn't see anything under the protection history but I decided to turn off "Check apps and files". I have no idea if this was the problem. I'll leave my computer off when not using it to see.
Has anyone seen this type of problem? Windows 10 silently uninstalling winscp?