As I was waiting on the support chat line, I solved it, but still I think it's interesting to give you a feedback.
When I tried to add a 2nd SFTP user to my hosted site, I got 1 error message "Endpoint error" then another error message "Unable to create user, try again" or something similar.
The username was 7 character long, I thought it might be the problem (too short) so I added a few characters and it worked.
However, nowhere it's written to use a username of minimum X (8?) characters, and I just guessed it, the error messages were also not very explicit.
So I thought it's better to let you know, in order for you to mention somewhere that SFTP/SSH usernames must have a minimum number of characters, and also change the error messages.
This is now solved.