I believe you first need to enable SFTP functionality in ssh server on the drone, for example https://www.pcwdld.com/setup-sftp-server-on-ubuntu seems to provide instructions (i did not verify the correctness of the instructions).
A better solution, in my opinion, would be to use scp from your python client. You can copy the ssh key directly to the drone, so you don't have to enter the password in the script. Then you could call the scp command directly from Python using a system call or using Paramiko like in this example : https://stackoverflow.com/questions/250283/how-to-scp-in-python . Installing the ssh key on the drone will avoid storing plain text password on your PC.
Is there a reason why you are trying SFTP instead of SCP?
