With OpenSSH 8.4 (released 2020-09-27) support for agent forwarding was added to scp and sftp.
https://www.openssh.com/txt/release-8.4
- scp(1), sftp(1): allow the -A flag to explicitly enable agent
forwarding in scp and sftp. The default remains to not forward an
agent, even when ssh_config enables it.
Warning! Using agent forwarding is a security issue, when the jump host is compromised or when you are affected from a mitm attack.
If you are using a jump host to copy files from your local machine to an internal network, it is better to use ProxyJump instead of agent forwarding, because the connection to the destination server is end to end encrypted and the jump host can not access your agent or read the data.
Example scp command using a jump host:
scp -o 'ProxyJump your.jump.host' myfile.txt remote.internal.host:/my/dir
Update:
Agent forwarding for scp and sftp was added to OpenSSH 8.4 for remote to remote file transfers.
In the past you had to provide credentials on the first host or you had to route the traffic through your local machine.
Now with OpenSSH 8.4 scp and sftp are capable of agent forwarding.
scp -A user1@remote1:/home/user1/file1.txt user2@remote2:/home/user2/file1.txt