JSch SFTP get MVS file from IBM z/OS fails: 2: No such file

When I'm trying to get an MVS file from IBM z/OS (mainframe) I get this exception:

2019-04-02 14:04:27,480 INFO (main) [de.firstdata.edoks.securehostfilepicker.sftp.SFTPConnection] - Connect to: IBMxxxx2
2019-04-02 14:04:28,635 INFO (main) [de.firstdata.edoks.securehostfilepicker.sftp.SFTPConnection] - FTP server version: SSH-2.0-OpenSSH6.4
2019-04-02 14:04:28,635 INFO (main) [de.firstdata.edoks.securehostfilepicker.SftpMain] - local folder: C:/temp/localDownload
2019-04-02 14:04:28,635 INFO (main) [de.firstdata.edoks.securehostfilepicker.sftp.SFTPConnection] - get from host: '//TIxxAxx.Sxx.I.Axxx16x.xxx1.P111333'
2019-04-02 14:04:28,635 ERROR (main) [de.firstdata.edoks.securehostfilepicker.SftpMain] -
2: No such file
at com.jcraft.jsch.ChannelSftp.throwStatusError(ChannelSftp.java:2879)

When I do the same thing via a Linux bash shell it is working fine:

$ sftp -oIdentityFile=txxx.ppk txxx@IBMxxxx2 -b
Connected to IBMxxxx2
sftp> get '//TIxxAxx.Sxx.I.Axxx16x.xxx1.P111333'
Fetching //TIxxAxx.Sxx.I.Axxx16x.xxx1.P111333 to TIxxAxx.Sxx.I.Axxx16x.xxx1.P111333
//TISS.ADV.SCP.I.ADSR16F.DOC1.P190304 63% 105KB 612.9KB/s 00:00 ETA
sftp>

Any help is very much appreciated!