Not connecting to RHEL8 server using Identity Management and 2fa

We are rolling out IdM and 2FA. Ssh in to a server works with 2FA, WinSCP does not. Any ideas why? I do not know what information would be useful to debug this issue.

Please post WinSCP session log file as well as a verbose log file from your SSH client. Can you login using any other SFTP client (or whatever protocol are you using with WinSCP)?