The real question is how do I allow sftp traffic out of my host?
iptables -A OUTPUT -o eth0 -p tcp --dport 22 -j ACCEPT
Yes, that's the same as SSH. If you want to limit it to only certain hosts in your network you adjust it accordingly. I took that from here:
IPTables: allow outgoing SSH. This also recommends two stateful rules to allow continued communication once the connection is established:
iptables -A INPUT -m state --state ESTABLISHED,RELATED -j ACCEPT
iptables -A OUTPUT -m state --state ESTABLISHED,RELATED -j ACCEPT
The destination's DMZ, FQDN, IP address scheme and IP rotation are irrelevant. As long as the FQDN you've been given is valid and registered, DNS will allow TCP/IP to get the packets where they need to go.
If the DMZ server you mention is YOUR DMZ, and the server is acting as your firewall, you need to accept packets from the source server and forward them to the interface hosting the public facing IP. You'll also need to open traffic inbound, port 22, destination address of your internal server. ACCEPT that and forward to internal network.
Notice that you don't need to know the destination FQDN for any of this. If they had a nice static IP address, you could possibly lock down the rules to only allow sftp(and SSH) to/from those sites.