Thanks for your suggestion. I'll think about it.

When launching PuTTY from WinSCP, capture the window and show it in a tab.

I've tried some of the tabbed PuTTY variations but I

1. Don't always trust those download locations to provide clean code.
   
2. They all want to add functionality beyond the multi document interface.
   
3. I forget what the third one was, but I had 3 complaints.
   

I'm thinking mostly about the Explorer interface here: perhaps a toggle button on the right hand pane to swap between the file view and the PuTTY view – the downside is that this would limit it to one PuTTY session per connection. The benefit is that the GUI and related console session would never get separated.