I know I can accomplish it with custom components (I’m doing it right now with a trial download) but, in the interests of corporate austerity preferences, is it feasible to connect to a remote server and download a file using SFTP without using 3rd party components?
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Depends on how much time you are willing to invest in it. The thing is that it isn’t easy.
To write a good, custom, fully featured SFTP component, I estimate somewhere between 4-6 weeks.
If you need only a smaller subset of the commands at first, then maybe it is feasible to create it yourself and extend it later, when needed. But as I said, depends on how much time you have.
On the other hand, using a 3rd party, open source/free component has the downside that you may run into problems with it at some point down the road and then rely on community support or yourself to track it down and fix it. If it is a very good, mature and proven component (not gonna give out names) then you could safely add it, with some feature testing on your side in advance.
Finally, you have 3rd party commercial components (not gonna give names here either). If it’s accessible (price wise) and they also offer you support, I don’t see why not take it. Best focus on your project than wasting time on something that’s already done, in one form or another.