After endless tries and almost giving up, I finally managed to get Coda 2 connecting to my web server vis SFTP with public key authentification.
I tried everything from copying the public key and giving it different names, to even creating a file combining the private and public key (desperate fool )but all Coda had to tell me was “username or password not accepted by the server. I even went so far to yell at the computer:”WHY does yoru stupid terminal tab connect to the server but SFTP does not?!” – Just as expected, I did not get an answer.
Today I finally came across this thread on the Coda Google Group (https://groups.google.com/group/coda-users/browse_thread/thread/385f6874ea3afd38?pli=1)
So all I had to do was adding my private key to the OS X keychain by running
ssh-add -K .ssh/id_whatever_your_private_key_is
and Coda finally connected.