Hi @mayailurus thanks very much for the helpful comments. 
Given the error above, I had deleted new-db to avoid incurring unnecessary charges.
So I had to re-run the command to re-create new-db:
fly postgres create --name new-db --vm-size shared-cpu-2x --volume-size 10 --initial-cluster-size 1 --region lhr --org dwyl-auth-546 --image-ref registry-1.docker.io/flyio/postgres:13 --stolon --snapshot-id vs_jXlNXQLxgLDeXclV
When I attempt to run the suggested set of commands:
fly sftp shell -a new-db
cd /
get data
Got the following time-out error:
/data/postgres/backup_manifest (191856 bytes)
/data/postgres/pg_logical/replorigin_checkpoint (8 bytes)
/data/postgres/pg_stat/db_16386.stat (14990 bytes)
/data/postgres/pg_stat/db_0.stat (1670 bytes)
/data/postgres/pg_stat/db_13757.stat (8330 bytes)
/data/postgres/pg_stat/global.stat (1592 bytes)
/data/postgres/postgresql.conf (822 bytes)
/data/postgres/pg_wal/0000003A00000000000000B1 (16777216 bytes)
get //data -> data.zip: write /data/postgres/pg_wal/0000003B00000000000000B7: connection lost (wrote 3244032 bytes)
get //data -> data.zip: stat /data/postgres/pg_wal/0000003A00000000000000B0: connection lost
get //data -> data.zip: stat /data/postgres/pg_wal/0000003B00000000000000B3: connection lost
get //data -> data.zip: stat /data/postgres/pg_wal/0000003B.history: connection lost
get //data -> data.zip: stat /data/postgres/pg_wal/0000003A.history: connection lost
get //data -> data.zip: stat /data/postgres/pg_wal/0000003B00000000000000B6: connection lost
get //data -> data.zip: stat /data/postgres/pg_wal/archive_status: connection lost
get //data -> data.zip: walk: connection lost
We have a very good internet connection.
There’s no reason for connection to be “lost” … 
Will try again tomorrow morning. 