Hello Kathy,
Welcome to the Microsoft Q&A forum.
Below is one of the reasons for this error:
If the Copy activity ran several times inside a ForEach loop, creating many connections. Then the SFTP server closed the connection because of too many connection requests sent from Azure Data Factory.
Resolution
Optimize the pipeline structure to reduce the connections created to your SFTP server.
If the above solution doesn't resolve, please try the below.
Whitelist SHIR IPs on the SFTP server.
Change max concurrent connection to 1
I hope this helps.