All these tests failed on Windows because something like
sftp://%HOSTIP:%SSHPORT%PWD/
expanded to
sftp://127.0.0.1:1234c:/msys64/home/bla/curl
and then curl complained about the port number ending with a letter.
Use the original POSIX path instead of the Windows path created in
checksystem to fix this.
Closes https://github.com/curl/curl/pull/2920