WinSCP worked great in Windows. In Linux I have tried Filezilla (didn't work in Windows either), but I get "Received unexpected end-of-file from SFTP server". Nautilus SSH and "scp" from the command line I cannot get to work either.
I used to use WinSCP in Linux using Wine for exactly this problem. SCP provided by dropbear using SSH is not the same as SFTP, if you want to use SFTP you can use Entware I am sure (openssh-sftp-server or vsftpd ?).
I use scp as the prtocol and it works. Have used the Entware openssh-sftp-server package for a while but for simplicity dropped it a while ago. SCP works just fine.