

It’s definitely not legal, especially if your school is funded by the public. That “free internet and power” is paid by someone, and if it’s the public, it’s kind of a dick move.
They can’t see what’s in your ssh or VPN tunnels necessarily, but they can usually see where the packets are originating from and going to. So if you’re say, accessing it from home directly to the server via VPN or SSH, if you’re not doing so using a full VPN service like Mull, they’ll be able to see the origin IP of your SSH or VPN handshakes, and thus your home IP.
In the past, when I’ve used SFTP, I just use the openssh docker container with a mount of my filesystem (since SFTP uses SSH). Particularly this image: https://hub.docker.com/r/linuxserver/openssh-server
I can’t speak to sftpgo as I haven’t used it, but from looking it up it seems that some people like it, although it’s a pain to set up. If you want something simple I’d still just go with openssh.