SFTP problem with client GUI

I'm trying, with no success, to SFTP with a GUI soft.

The command line works with scp.

I've been looking around the web with no big success

I've tried:

Cyberduck GUI. It says it connect, but if it does, it immediatly desconnect.

Fugu, another GUI, gives me the following error:

sftp launch path is /usr/bin/sftp.

Slave terminal device is /dev/ttys005.

Master fd is 14.

Connecting to xxx.xxx.xxx.xxx…

subsystem request failed on channel 0

Connection close

With ForkLift software, no connexion.

My sshd_config file has

PermitRootLogin yes

PasswordAuthentication yes

Subsystem sftp /usr/local/libexec/sftp-server

Protocol 2

If I change the Protocol, last line, and put Protocol 1, I then can see that all the softs are able to reach the server, telling me they need Protocol 2.

Can someone see what I should try?

Many thanks