Many, if not most, Linux distributions can be set to start SSH automatically. Linux — like Mac OS X — by extension usually permits the machine to be used as an SFTP server if sshd is running.

And that is how you set up a basic jump host with SSH in Linux. Just remember to make sure your servers are hardened, otherwise using a jump server won’t give you nearly the security you might want.

Here is a very quick "guide" to setting up the FTP feature on the Synology: Synology Wiki. My guess is that either my diskstation isn't set up correctly, or that my FTP client isn't set up correctly.