Thanks for your report.
I have sent you an email with a debug version of WinSCP to the address you have used to register on this forum.

<Try to describe precise steps that lead to the problem (where do you click, what keys do you press, what do you see, etc.)>
<If relevant, consider attaching a session log file or a screenshot)>

WinSCP 5.9.3

Error message:
List index out of bounds (-1)

Stack trace:
(001B4471) Vcl::Stdctrls::TCustomComboBoxStrings::GetObject
(001B4471) Vcl::Stdctrls::TCustomComboBoxStrings::GetObject
(007FB3AF) TRemoteTransferDialog::IsCurrentSessionSelected
(0020D9C1) Vcl::Forms::TCustomForm::CloseQuery
(0020E083) Vcl::Forms::TCustomForm::ShowModal
(007FAC49) TRemoteTransferDialog::Execute
(007FA91D) DoRemoteCopyDialog
(000146E0) TCustomScpExplorerForm::RemoteTransferDialog
(000147D3) TCustomScpExplorerForm::RemoteTransferFiles
(0000E8C7) TCustomScpExplorerForm::ExecuteFileOperation
(0000EAB8) TCustomScpExplorerForm::ExecuteFileOperation
(0000EB3F) TCustomScpExplorerForm::ExecuteFileOperationCommand
(00037694) TNonVisualDataModule::ExplorerActionsExecute
(003B521C) System::Actions::TContainedActionList::ExecuteAction
(0019C395) Vcl::Actnlist::TCustomAction::Execute
(00373100) System::Classes::_18201
(000152F7) USER32.dll
(00015D35) USER32.dll
(000167BF) USER32.dll
(00016885) USER32.dll.DispatchMessageW

I know how to reproduce the problem or the problem happens frequently enough. I wish to be contacted by the WinSCP team to help resolving the problem.