Which SSH private key format should be used with DO 13.6?

Unable to use this key file (OpenSSH SSH-2 private key (old PEM format))

That means the format isn't one Opus supports. You should be able to convert it using PuttyGen:

If you still see a (different) error about authentication after converting the key, it might mean the server doesn't allow the encryption algorithms Opus supports. We're currently working on replacing the SFTP code with a new library which will handle that. (We also hope to add support for more key types when we do that, or soon after, so you don't have to convert them between formats.)