The type of error is disorienting me (you probably shouldn't be getting proxy errors if your issue is what I think it is), but I think it may have to do with the fact that you have set "Proxy: 9050" in the "address bar", next to the Password field. That field is for the port on their end, and it's using the standard SFTP port 22 (which is also SSH because SFTP runs through SSH, themoreyouknow.jpg). You should leave it blank, or put 22 if required.
If this doesn't fix it, could you post a screenshot of your SOCKS5 settings?