Can I Use Shared Hosting SFTP Port 2222 to Perform Migrations?

I have shared hosting and am setting up SFTP using port 2222.

I correctly generated and downloaded the SSH key, attached the private keyfile to FileZilla and set up the SFTP connection profile - with the result that Filezilla works great for both uploading and downloading.

Next I attempted to set up an SFTP remote destination on iThemes BackupBuddy for a site migration. I got an error message “Unable to connect to server using host, username, and password combination provided”. The commentary from iThemes regarding this problem was “...You should also check with your host about _outgoing_ connections of this type (SFTP) and whether they support them. Unfortunately some hosts get "confused" when asked this as they don't understand you are asking about connections being established _from_ their server rather than to their server and so give an incorrect answer in cases where they do not support outgoing connections but do support incoming connections.”

So my question is: can I use SFTP for both incoming and outgoing connections on port 2222 in order to perform migrations using BackupBuddy?