I always used Transmit but I have an issue with an SFTP and I need to test the connection with a different client that supports .ppk and has a good transcript of what is happening
Not exactly what you asked for but you can use the Terminal application with the sftp command. Looking at the man page these options may be useful :
-D sftp_server_path
Connect directly to a local sftp server (rather than via ssh(1)). This option may be useful in debugging the client and server. -i identity_file
Selects the file from which the identity (private key) for public key authentication is read. This option is directly passed to ssh(1). -v Raise logging level. This option is also passed to ssh.
Note: PuTTY uses a different key format than the de facto standard. Convert the PuTTY private key (.ppk) to a PEM-formatted file (the 'normal' private key format used by OpenSSH).