please make sure that you have SCG_9.0_SP1_TPL_Fix2 applied to your IntegrationServer.
There have been some issues with SFTP-Servers, which are fixed by using a newer JCraft SecureChannel jar file version.
SFTP uses SSH (usually on port 22) as TransportLayer where as FTPS uses SSL/TLS as TransportLayer but in this protocol the authentication data is passed as plain text and only the payload will be secured.
As far as I know there is no need to create any certificates or keystores to use SFTP when logging in with user and password.
When using public key authentication you will have to create a rsa key by ssh-keygen and get the public key configured on SFTP-Server.
See IS Administrators Guide for details.
Can you provide some details how you have configured the Port 9132 on your STG2 Server?
What is the exact error message when trying to retrieve the host key?