Instead of:

auto sftp = session.CreateSFtp();

I would like to have

SFtp sftp(session);

More important: I thing I would remove whole bunch of Gets and Puts.

Interestingly, it looks like the most important Gets / Puts are missing there

int Get(SFtpHandle h, void *ptr, int size);
bool Put(SFtpHandle h, const void *ptr, int size);

... then add SFtpStream instead. With methods provided in SFtp, it should be easy to do, and it would mostly remove "source/destination controversy".