Typically schools and universities have acceptable use policies for student VPNs. It is not very difficult to detect VPN setup on a network and universities almost always have at least some form of network monitoring happening.
That said, VPNs are often times blocked and so is SFTP. Most universities I’ve done work with have a requirement that the traffic will be blocked unless you can make a case to IT as to why you need that access.
There are few legitimate use cases for student VPNs and IT staff are usually not idiots and understand what you are up to.