Set Mac to use Wifi for Internet, Ethernet for local file transfer

There are tools like Marco Polo that can change such settings based on location, but you will need to actually change your location, or have some other automated way to trigger this change. While there are some sophisticated servers and network hardware that can access multiple TCP/IP connections, and route different classes of network traffic to different ports, your Mac isn't one of them. So, I really don't think there is anything in the software you can configure to have your Mac send some traffic over Ethernet and others over Wifi: its all or nothing.

I too prefer to use Ethernet for file transfers, whereas Wifi is fine for nearly all other uses. The easiest way to achieve what you want is to simply plug in the Ethernet cable when you want Ethernet, unplug when you do not.

For this to work properly, you simply need to inform your Mac to prefer Ethernet over Wifi. You do this by System Preferences> Network. Click the 'gear' icon at the bottom of the Network list, then choose "Set Service Order". You want to drag the Ethernet service to the TOP of the list, with Wifi below it. This way, the Mac will connect to Ethernet when it is available, even over an active Wifi connection.

Split the traffic with different subnets on your router. If your lan is giving addressing in the 10.10.10.0/24 range and your wifi is giving them in the 192.168.0.0/24 range everything you connect to on the 10.10.10.0/24 network with only use ethernet.

I have a similar issue; it happens from time to another that we lose the internet connection in my office. We are still connected to the server by ethernet so what I do is to share my mobile data connection. I need the connection to the server for file access so I only need to set the wifi to be on top of the list, no need to unplug the ethernet cable. This way i get both the external connection to the internet and the local ethernet. Work can continue as nothing has happened, but of course this can result in a juicy bill from your cell provider if you forget to break the connection to your cell when internet is back on the server/ethernet.