As long as the scp command does not require any interactive input (e.g. it doesn't ask for password authentication), you should be able to use pmrun with the -d option to avoid getting the message. E.g.
Alternatively, you could simply ignore the message as it has no bearing on the status of the file transfer.
Here is an explanation of what appears to be happening:
* F-secure scp forks a child ssh process to launch the sftp-server on the remote system
* The scp and remote sftp-server processes communicate with eachother to transfer the file(s)
* Once the file(s) is(are) transfered, both scp and the remote sftp-server exit
The problem is that the scp is exiting before its child ssh process, presumably because it takes a little bit for ssh to close the connection. The "Received signal 1. (no core)" message actually comes from ssh because it's received a HUP signal from pmlocald once scp finishes. The -d flag to pmrun will allow the ssh to complete in the background (in nohup mode).