pkg/sftp.Client.MkdirAll(d) does a Stat to determine if d exists and is
a directory, then a recursive call to create the parent, so the calls
for data/?? each take three round trips. Doing a Mkdir first should
eliminate two round trips for 255/256 data directories as well as all
but one of the top-level directories.
Also, we can do all of the calls concurrently. This may reintroduce some
of the Stat calls when multiple goroutines try to create the same
parent, but at the default number of connections, that should not be
much of a problem.