VS doesn't like the first approach because the SftpCommadSentEventHandler delegate is no longer present on modern platforms - it has been replaced with EventHandler<SftpCommandSentEventArgs>. Thanks for bringing this to our attention - we will fix the sample apps as well to use a modern form.
However, your second approach should work.
To see what's going on, I created a simple .NET Standard 2.0 library (which uses Rebex SFTP) and referenced it from a simple .NET Core test app. But this turned out to work fine.
Could you please download my sample library and application from https://www.rebex.net/getfile/37e3963a0e4744cab73142bb5dbaf4cb/RebexSftpSample-CoreApp1.zip and give it a try? If you notice you did something differently, let us know.