I want to build an ETL pipeline that:
Thank you in advance
Since you stated that importing is a daily task, you may opt to use Cloud Composer instead of Dataflow, as discussed in this SO post. You can check the product details here. Cloud Composer uses Apache Airflow. You can use sftpOperator and localtogcsOperator to achieve your requirement.
If you opt to use Cloud Composer, you can post another question in SO for this specific product with correct tagging so that others in the community can easily find answer to your question, and I will gladly share a working code with correct output with you.