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Nautilus does support that: https://help.gnome.org/users/gnome-help/stable/nautilus-conn...

I'm not sure what version of Nautilus Ubuntu is on though.

There is that already. Click 'Other locations' in the sidebar and at the bottom of the window you have 'Enter server address...' textbox. Put your sftp:// or smb:// url there. Discoverable shares (smb) will be displayed in the window.

Vboxsf is not a network redirector as it is in Windows; look for vboxfs mounts in the /media directory.

Related: at the moment when a folder mounted with s3fs (Amazon S3 file system) is opened it downloads all the contents which doesn't really make any sense.

Also doesn't Midnight Commander do what you're after?