Finally I got through to them. I pointed out that their first two replies had pinned the blame on me using the wrong password or having the wrong firewall or SFTP settings, and it wasn't until the third one that they mentioned that they now required non-US users to access the server via a VPN.
(I'm still not totally convinced that that's true, as it's not mentioned on their webpage about archiving the sites, and it certainly hasn't been communicated to site managers. But I am convinced that the fault was at their end rather than mine.)
Anyway, I told them that I had no need for a VPN, so as a result of their action in cutting off my access to the server they were expecting me to spend time and possibly money finding a suitable VPN, installing its software and learning how to use it, all for a single job that would take a matter of seconds to complete.
I reminded them that I'd already asked them to delete my site and they hadn't yet complied, and that I knew they were able to do this (they'd already deleted my wife's, as she requested this separately while I was still trying to get some sense out of "support"), and after a few days mine was gone too. But why did they have to make it so difficult?
If they hadn't shut me out I'd probably have left them a page with some names, dates and locations, and some clues as to where to find the site I was still maintaining. Now they have nothing.