The latest version of WinSCP do support all those four algorithms.

We do not support old versions of WinSCP, but I believe that 5.9.3 did support them too (no guarantees). You should upgrade in any case.

Edit 2021: In recent versions of WinSCP, you can use /info command-line switch to list the algorithms it supports.
https://winscp.net/eng/docs/commandline#info

I wrote a .NET app a few years ago using the WinSCP assembly that transfers files to a SFMC server using SFTP. Recently, SalesForce notified users that they will be "enforcing the use of strong cipher keys with SFTP clients" and then proceeded to link to a misleading help document to "stay current on which ciphers are supported." Misleading because if I understand correctly, TLS and cipher suites have nothing to do with SFTP which uses SSH. Is this correct?

I did track down documentation on ciphers that they support and now am trying to determine if the version of the assembly that my application is using also supports these ciphers.

SFMC supports these ciphers:
aes256-cbc
aes256-ctr
aes128-cbc
aes128-ctr

I am using WinSCP version 5.9.3.7136 in my app – are these ciphers supported in that version?