DO NOT follow the official M$ documentation at https://docs.microsoft.com/en-us/windows-server/administration/openssh/openssh_keymanagement
1.a. DO NOT use Repair-AuthorizedKeyPermission
DO comment out the section on administrators_authorized_keys at the end of \ProgramData\ssh\sshd_config
DO put your public keys in $home/.ssh/authorized_keys (e.g. using scp with password auth)
DO make sure the authorized_keys file has windows CRLF line endings