SFTP connection fails with: DH GEX group out of range

You are connecting with a new OpenSSH that bumped minimal DH group size to 2048 (which is not standard, but there is no reason why the server should not accept that) to some ancient windows implementation (XFB.Gateway Windows). That is probably some commercial software, so you should get in touch with your vendor so he will fix it.

There is no configuration option to select this minimum DH group size, so you might have some luck using different key exchange algorithm, if that server supports one. It will be visible from the debug log with -vvv switches.