The Ftp.TransferProgressChanged event notifies you about data transfer between the Rebex.Net.Ftp client and the server to which the client is connected. It will not get fired in case of server-to-server transfer as the data are transferred directly between those two FTP servers so there is no transfer between client and server involved.
There is a workaround - connect to the target FTP server with another FTP connection and then monitor the current file size via Ftp.GetFileLength method as you wish.
A simple code example is available here:
void PerformFxpTransferAndReportItsProgress()
{
    string fileName = "file.txt";
    string fileNameLocal = @"c:\" + fileName;
    string primaryServerDest = "/uploadDir1/" + fileName;
    string secondaryServerDest = "/uploadDir2/" + fileName;
    Ftp ftp1 = new Ftp();
    ftp1.Connect("server1");
    ftp1.Login("user1", "password1");
    Ftp ftp2 = new Ftp();
    ftp2.Connect("server2");
    ftp2.Login("user2", "password2");
    // get file size on source FTP server
    long fullLength = ftp1.GetFileLength(primaryServerDest);
    // connect to the target FTP server with another client - it will be used to periodacally check for file size during the time 
    // when server-to-server file transfer is in progress
    Ftp ftp3 = new Ftp();
    ftp3.Connect("server2");
    ftp3.Login("user2", "password2");
    Task task;
    // perform the server-to-server FXP transfer
    task = ftp1.CopyToAnotherServerAsync(ftp2, primaryServerDest, secondaryServerDest).ContinueWith(
        (e) =>
        {
            Console.WriteLine("File '{0}' has been transferred via FXP.", fileName);
            return;
        }
    );
    // report progress during FXP operation
    while (!task.IsCompleted)
    {
        long lengthCurrent = 0;
        if (ftp3.FileExists(secondaryServerDest))
            lengthCurrent = ftp3.GetFileLength(secondaryServerDest);
        Console.WriteLine("FXP transfer progress: {0}B out of {1}B has been uploaded.", lengthCurrent, fullLength);
        Thread.Sleep(500); // choose your own interval
    }
}