sftp: Added a new method for creating an sftp session in non-blocking mode

Added a new method to create a sftp_session object in non-blocking mode. The method also works in blocking mode but I kept the old sftp_new method for compatibility reasons. Added an error message when creating a sftp session if it has not been authenticated.

Resolve this issue

Checklist

• Commits have Signed-off-by: with name/author being identical to the commit author
• Code modified for feature
• Test suite updated with functionality tests
• Test suite updated with negative tests
• Documentation updated

Reviewer's checklist:

• Any issues marked for closing are addressed
• There is a test suite reasonably covering new functionality or modifications
• Function naming, parameters, return values, types, etc., are consistent and according to CONTRIBUTING.md
• This feature/change has adequate documentation added
• No obvious mistakes in the code