You just gotta think different
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Used sshfs at work the other day for SFTP. Wanted to do a recursive search and it didn't seem possible with filezilla on my Windows laptop. Started my Linux VM and sshfs followed by find/grep to get the info I needed.
WinSCP is a much better client. Also use WSL2 instead of VM.
I do other things with the VM as well, I would rather just use desktop Linux all the time.