To verify that the sftp server is actually running, responsive and that

all curl's tests generated configuration and key files are fine, a real
connection is established to the test harness sftp server authenticating
and running a simple sftp remote pwd command.

The verification is done using OpenSSH's or SunSSH's sftp client tool with
a configuration file with the same options as the test harness socks server
with the exception that dynamic forwarding is not used for sftp.