TransferProgressChanged event is raised internally, so there is none such possibility to pass some unique reference there.
The one reference that I thought that you could use with combination of the simple sync
GetFile methods to differentiate the correct row in your DataGridView would be using the
SftpProblemDetectedEventArgs.RemotePath to differentiate which transferring file have changed its progress.
void sftp_ProblemDetected(object sender, SftpProblemDetectedEventArgs e)