Well the best thing you can do is make a samba share, then you can use just OpenVPN to access your files remotely. You don’t really need the SFTP server if you have a VPN.
I have a server running 24/7 on my lan, and have Asus Router with OpenVPN running. I then use the GL-Mifi as a VPN client and can remote control the server, access all the files via the lan and more on the go.