The commented out HostKey settings are probably the defaults - you uncomment them to change to a path other than the default.
Normally you can't supply the server path to a client as they are on a different machine and won't have access to it.
The problem here is one of key distribution. The client needs the server key to validate the server is who it says it is. But the client needs to get hold of the key first.
You can either use SSHFTPClient.getHostPublicKey() or distribute the key to the client by some other means. For example, command line SSH clients connect to the server and prompt to ask if the public key should be saved.