Blue Coat does not support SFTP support (Secure FTP).
Blue Coat does support FTPS (FTP over SSL) for access log uploads.
Note: It is possible to tunnel FTPS and/or SFTP through the ProxySG by creating a "TCP-Tunnel" service on the port used by the application. However, since the proxy is unable to inspect or modify the secure FTP communication, there are limitations in tunneling the data port. It may be more feasible to bypass the proxy for these protocols.