This is neat. I've used Cloudflare's Zero-Trust SSH, but I've been frustrated that it interacts poorly with sftp and scp because of the client-side changes that they make to ~/.ssh/config
Tailscale employee here. Tailscale SSH works at the target side by listening on the SSH port on that machine. Client changes aren't needed for this to work, all that is required is to use your SSH client as normal. This should allow you to use sftp and scp without issues.