Yes, ecdsa-sha2-nistp384 is currently disabled by default (although it will most likely be enabled in the next major release). It can be enabled using HostKeyAlgorithms parameter (no need to use the SetHostKeyAlgorithms method unless you need to tweak the algorithm order).
Sample code that enables ecdsa-sha2-nistp384 and connects to test.rebex.net:
var sftp = new Sftp();
sftp.Settings.SshParameters.HostKeyAlgorithms |= SshHostKeyAlgorithm.ECDsaNistP384;
sftp.Connect("test.rebex.net");
sftp.Login("demo", "password");