Hello,
In order for site to site transfers to work both servers must support and allow them. I suspect that either one or both of the ftp servers does not.
If you have root access to the server you should be able to enable site to site transfers, to do this you will need to determine which FTP server software is being used and then locate the configuration file for the server.
For ProFTPD see
FXP
For other servers you might need to do a bit of web searching to find the proper configuration for the specific FTP server you're using.
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