Tested from a Windows XP SP3 with WinSCP 4.3.3
Problem happens using FTP over SSL or TLS with explicit encription, and not with SFTP, SCP or plain FTP.
Tested and reproducible with HTTP proxy, SOCKS4 and SOCKS5. No problem if direct connection without proxy.
Maybe related, but different to
"File trx via FTP through SSH proxy corrupts uploaded files" (https://winscp.net/forum/viewtopic.php?t=5517)
Tracker Bug 245 "Files uploaded over FTP with SOCKS5 proxy gets corrupted"