SFTP connection with subscription's additional FTP user cannot be established with the similar error on connection attempt:
Note: SFTP stands for SSH File Transfer Protocol and uses SSH for establishing a connection and transferring the data.
FTP and FTPS connections are not affected by this issue, as they use different protocols and mechanisms.
Similar errors might be logged by the Journal:
# journalctl --since="10m ago" | grep chrootsh
plesk-chrootsh: user with id=10000 and name=additional_user not found in chrooted passwd file
plesk-chrootsh: system error: No such file or directory
SFTP configuration for additional FTP users is not implemented in Plesk yet.