I thought FUSE would be helpful, but the Windows section claims:
Is it really true that there are no FUSE port for Windows? If anyone knows of one add it to this list, please.
So, if anyone here knows about it: edit that page!
However, that very same Windows section does list other options, some of which apparently "fall back to implementing a FUSE compatibility layer on top of FIFS which implements a SMB server to provide access to other filesystems". I doubt it's useful, but if all else fails then looking at that list might help. It seems that Dokan might be a good FUSE-like alternative for Windows, especially for SSH/SFTP.
(And, when really taking things to extremes, one could even use DeleGate as a FTP-to-SFTP gateway, just in case one finds something that only supports FTP...)