Are you able to authenticate to your server using other SFTP client (e.g. FileZilla, WinSCP, Cyberduck, Bitvise SSH) with username and password only?
I mean no private key was involved and the SFTP client did not ask for additional input.
It seems that the server requires
keyboard-interactive authentication. If this is the case, you will need to implement advanced keyboard-interactive authentication. But at first, please let us know whether you are able to authenticate with other SFTP client with just username and password without any other interaction.