I have been attempting to download large files. Some times the the operation completes successfully, however, sometimes the operation fails silently. On these occasions a temp file is created but it does not seem to be copied to the final destination when the downloading completes. (I have sufficient disk space) At the time of the most recent failure I had multiple WinSCP sessions running simultaneously.
This may happen for example if you drop files to Explorer folder and before the download finishes you change the folder in the Explorer window. The Explorer than refuses to accept the downloaded files, so WinSCP deletes them.
BTW, why is it necessary to have a temp file at all? If the temp folder is on a different disc to the destination directory, then unnecessary copying will occur. Also, some people may not relalise that they need sufficient space on the disk containing the temp folder (or even that there is a temp folder)
This was asked like hundred times in the forum already. So I have finally updated respective F.A.Q. topic.