Hmm, that's strange.
So, when you log into your Managed WordPress Dashboard (on the GoDaddy side, not the WP dashboard in the site itself) There should be some settings on the right hand side. About halfway down that list is the SFTP settings. Those are the settings you'd use to sFTP into your hosting files.
I would recommend using the IP address instead of the domain name as the Hostname if you have issues.
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