As noted in the documentation you need to have an application using SCSI Persistent Reservations in order for the VM to be aware of the writes from the other location. You can review a list of possible applications here.
Since your second VM is already a SFTP server have you tried writing directly to the location? We also have an example of an SFTP server backed by Azure Files that you could consider. Alternatively you might consider transitioning this over to an Azure Files share so you eliminate the need for this server.
Hope this helps! Let us know if you have any follow-up questions or issues.
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