ssh: add username to sftp auth errors #1972

Job	Run time
Test with PgSQL/MySQL/Cockroach	19m 49s
Test and deploy (1.22, ubuntu-latest, true)	14m 36s
Test and deploy (1.22, macos-latest, true)	21m 17s
Test and deploy (1.22, windows-latest, false)	21m 43s
Build Linux packages (amd64, ubuntu:18.04, latest, amd64)	2m 6s
Build Linux packages (aarch64, ubuntu18.04, latest, arm64)	15m 18s
Build Linux packages (ppc64le, ubuntu18.04, latest, ppc64le)	15m 12s
Build Linux packages (armv7, ubuntu18.04, latest, arm7)	16m 44s
golangci-lint	3m 26s
Test build flags	1m 45s
	2h 11m 56s

Provide feedback