I'm getting:
"Connecting to server...
"Error 4640,800 Timeout"
when attempting to connect via SFTP to a remote macOS host.

I can successfully connect via SSH and SFTP in Terminal using same name/password
Nothing is written to the Security Spy log
Security Spy 5.1.0

Any suggestions to troubleshoot would be welcome.

Log below from "Test" button (machine name and IP address changed for privacy) taken via SSH from the same Mac running SecuritySpy:

% log stream --predicate '(processImagePath CONTAINS "sshd")' --style syslog --info
Filtering the log data using "processImagePath CONTAINS "sshd""
Timestamp (process)[PID]
2019-11-24 08:37:24.772230-0800 localhost sshd[17261]: (libsystem_info.dylib) [com.apple.network.libinfo:si_destination_compare] send failed: Invalid argument
2019-11-24 08:37:24.772590-0800 localhost sshd[17261]: (libsystem_info.dylib) [com.apple.network.libinfo:si_destination_compare] send failed: Invalid argument
2019-11-24 08:37:24.772624-0800 localhost sshd[17261]: (libsystem_info.dylib) [com.apple.network.libinfo:si_destination_compare] send failed: Invalid argument
2019-11-24 08:37:24.772889-0800 localhost sshd[17261]: (libsystem_info.dylib) Created Activity ID: 0xaa020, Description: Retrieve User by Name
2019-11-24 08:37:31.039335-0800 localhost sshd[17261]: (libsystem_info.dylib) Created Activity ID: 0xaa021, Description: Retrieve User by Name
2019-11-24 08:37:31.687126-0800 localhost sshd[17264]: (Security) Created Activity ID: 0xaa050, Description: SecTrustEvaluateIfNecessary
2019-11-24 08:37:31.689034-0800 localhost sshd[17264]: (Security) Created Activity ID: 0xaa051, Description: SecKeychainAddCallback
2019-11-24 08:37:31.689166-0800 localhost sshd[17264]: (Security) [com.apple.securityd:SecError] notify_register_dispatch failed: 3
2019-11-24 08:37:31.689215-0800 localhost sshd[17264]: (Security) notify_register_dispatch failed: 3
2019-11-24 08:37:31.695244-0800 localhost sshd[17264]: (Security) Created Activity ID: 0xaa052, Description: SecTrustEvaluateIfNecessary
2019-11-24 08:37:31.698510-0800 localhost sshd[17264]: (Security) Created Activity ID: 0xaa053, Description: SecTrustEvaluateIfNecessary
2019-11-24 08:37:31.701579-0800 localhost sshd[17264]: (Security) Created Activity ID: 0xaa054, Description: SecTrustEvaluateIfNecessary
2019-11-24 08:37:31.704776-0800 localhost sshd[17264]: (Security) Created Activity ID: 0xaa055, Description: SecTrustEvaluateIfNecessary
2019-11-24 08:37:31.708462-0800 localhost sshd[17264]: (CFOpenDirectory) Created Activity ID: 0xaa056, Description: Open a given node
2019-11-24 08:37:31.710197-0800 localhost sshd[17264]: (CFOpenDirectory) Created Activity ID: 0xaa057, Description: Copy nodenames that are currently unreachable
2019-11-24 08:37:31.710609-0800 localhost sshd[17264]: (CFOpenDirectory) Created Activity ID: 0xaa058, Description: Retrieve record from node
2019-11-24 08:37:31.710631-0800 localhost sshd[17264]: (CFOpenDirectory) Created Activity ID: 0xaa059, Description: Querying records from directories
2019-11-24 08:37:31.711989-0800 localhost sshd[17264]: (CFOpenDirectory) Created Activity ID: 0xaa05a, Description: Closing a node reference
2019-11-24 08:38:03.915972-0800 localhost sshd[17261]: Connection closed by authenticating user foofoo 10.10.10.10 port 33848 [preauth]