If you open two SFTP windows (one to server A, the other to server B), you can copythe file from the remote pane of server 'A' and pasteit in the remote pane of server 'B'. This will not initiate a direct transfer between A and B, but will stream it through your PC. It will not land the file on your PC, but will use your PC as the secure conduit to transfer the file.
Your only other choice is to shell into server B, then sftp from B to A to initiate a server-to-server transfer.
Hope this helps. Sorry it may be too late.
Brian
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