In general, WinSCP does not support creating multiple levels of directories at once. It may work for some protocols or some servers, depending on implementation details or specific behavior of a specific server. But not in general.

I'm using this script to create the directory that it gets as a parameter:

I was working before with FTPS, now it's changed to SFTP. On the previous server the path was, for example, /A/B/C/D, and only /A was previously created, it still created the whole path to the directory. Now, it just lets me create /A/B, but if I try to create /A/B/C or /A/B/C/D, etc, it means that only accepts one folder of depth, and it says "Status code: 2, Message: 528, Server: No such file".

I don't know if it's a problem with the script, WinSCP, SFTP as a protocol or the server itself. What could be happening here?