1) It is possible to set up ssh such that you only have to authenticate once; subsequent ssh’s reuse that connection. Please see our detailed instructions here:
2) We have detailed instructions on how to use Cyberduck and Winscp to connect using duo on our website. Please see:
I believe it is also possible to use filezilla after doing a similar configuration to avoid the creation of new connections, but don’t see the need, given that cyberduck and winscp are both usable.