Windows – Console FTPS (not SFTP) client

How did you enable sftp on filezilla server? I don't see any evidence this is even possible in the interface or on their wiki. In fact the note Support for SFTP (SSH File Transfer Protocol) is not implemented in Filezilla Server seems to tell me that ssh is not supported and so you will never be able to connect with an sftp client.

Is your client trying to negotiate a passive connection to the FTPS server that it won't allow? It may be requesting the switch to PASV and the server is unable to connect because of firewall restrictions.