SSH (`ssh` and other programs that run it, such as `scp` and `sftp`) stores its keys in `~/.ssh/known_hosts` by default. It identifies hosts by their keys.

In this case, you presumably have one of those keys (ECDSA or RSA) stored in that file and your SSH configuration (`~/.ssh/config` or else the system-wide copy in `/etc/ssh/ssh_config` or a similar location) is using `StrictHostKeyChecking` (see its entry in [ssh_config(5)](https://linux.die.net/man/5/ssh_config "you could run `man ssh_config` to see this too")).

When you connect to the other one, run it like this (correct the key algorithm if I guessed it wrong):

```sh
sftp -v -o HostKeyAlgorithms=rsa-sha2-256 -o StrictHostKeyChecking=ask test-user@localhost
```

`Ask` is the default for this setting. With it enabled, you should then be prompted to save the second key. You won't need it in subsequent connections since both keys will be saved.