No código a seguir, o primeiro teste passa e o segundo não, o que acho intrigante.

import paramiko

def test1():
    client = paramiko.SSHClient()
    client.set_missing_host_key_policy(paramiko.AutoAddPolicy())
    client.connect('10.0.0.107', username='test', password='test')
    sftp = client.open_sftp()
    sftp.stat('/tmp')
    sftp.close()

def get_sftp():
    client = paramiko.SSHClient()
    client.set_missing_host_key_policy(paramiko.AutoAddPolicy())
    client.connect('10.0.0.107', username='test', password='test')
    return client.open_sftp()

def test2():
    sftp = get_sftp()
    sftp.stat('/tmp')
    sftp.close()

if __name__ == '__main__':
    test1()
    print 'test1 done'
    test2()
    print 'test2 done'

Aqui está o que eu recebo:

$ ./script.py
test1 done
Traceback (most recent call last):
  File "./play.py", line 25, in <module>
    test2()
  File "./play.py", line 20, in test2
    sftp.stat('/tmp')
  File "/usr/lib/pymodules/python2.6/paramiko/sftp_client.py", line 337, in stat
    t, msg = self._request(CMD_STAT, path)
  File "/usr/lib/pymodules/python2.6/paramiko/sftp_client.py", line 627, in _request
    num = self._async_request(type(None), t, *arg)
  File "/usr/lib/pymodules/python2.6/paramiko/sftp_client.py", line 649, in _async_request
    self._send_packet(t, str(msg))
  File "/usr/lib/pymodules/python2.6/paramiko/sftp.py", line 172, in _send_packet
    self._write_all(out)
  File "/usr/lib/pymodules/python2.6/paramiko/sftp.py", line 138, in _write_all
    raise EOFError()
EOFError

Isso acontece tanto no Ubuntu (Python2,6 e paramiko1.7.6) e Debian (Python2,7 e paramiko1.7.7).

Se eu corrertest2 primeiro, eu só recebo o rastreamento de pilha, significandotest2 de fato falha.