This is mainly a workflow problem. U can create a file locally and copy it to FTP (or SFTP).
So the problem seem to be to only cut it by creating a temporary file in a standard location (the one you have for each downloaded file), and it to observed files (copied on change).
So user just presses SHIFT+F4 and types in the name and all works like editing files.
BTW. Pressing SHIFT+F4 does work with secure FTP (dialog opens). It just says it cannot create the file (even if permissions allow creating files).
Create new file in Secure FTP/FTP
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