TheIf you're running this scp command you are tryingon the remote machine, it is looking for file.ext on your local machineas a "local" file, i.e. on the remote machine.
To copy a file from the remote machine to the local one, use scp -P 2222 username@domain:dir/file.ext localdir (assuming that file.ext is in ~/dir on the remote computer, as in your example). If you run scp on the remote machine, reverse "local" and "remote".