You can use option batch continue.
https://winscp.net/eng/docs/scriptcommand_option

i need to download few files from the remote directory . when one file starts to be deleted and be locked (after x hours) i see in the log error cocde 3 permission denied and can not be downloaded, and he stop to download the other files too ,even they are not locked... how can i continue download the other files because all the download process stop after the script try to download the locked file...?

hagai

i use winscp 5.7.6
sftp