The following question might be of use:
What would be a recommended choice of SSIS component to perform SFTP or FTPS task?
Cozyroc:
It should be easy to test ssh protocol availability by setting the server to "allow only SSHv2" and testing. Have your tried asking Cozy's sales dept?
Command line sftp:
The unknown filename problem could be solved simple scripting/use of wildcards (at least under Cygwin).
3rd party lib:
Why do you need a third party lib for FTPS? .NET has supported this protocol since 2.0 or so.
http://msdn.microsoft.com/en-us/library/system.net.ftpwebrequest.enablessl.aspx