How do I process files on GCP through SFTP and Stateful Sets

You probably want a Deployment which is simpler than StatefulSet and can also use persistent volumes. Read the docs carefully, as the 'StatefulSet' is a bit of a misnomer.

You want a sshd server container (which accepts sftp clients' connections) to have access to the same volume as the application container, put both containers in the same Pod and mount the same single volume in both containers. There is an example.

There are few ideas on how can you achieve that on reddit.