Okay, whenever you install a new game, you need to hit something similar to Reload titles/Refresh Games (on JKSM for example). Reloading/Refreshing allows it to appear in the app. :3
(heck, that part is in our tutorials)
I've gotten e-shop VC games, I've loaded the sav from VC on PKHeX many times, and I know for sure they show up and work.
The only other possibility (I can think of), is that you're using some pirated fake VC injected game (for example, someone injected a Pokémon game into another VC game or something). I've heard of injected VC games not necessarily being supported properly or detected properly, something to that effect.
Which in that case, your lucks run dry. Our site doesn't support piracy. Buy the VC copy of the game and download it from the e-shop.
(If you did buy the game and your copy is downloaded from your account in the e-shop, then sorry, just being presumptuous :3 )
In any case, PKHeX is working as intended. PKHeX only works on console decrypted saves.
You're trying to open your console encrypted file, which is of course why it wouldn't work.
Save manager performs console decryption of the save for you. If you still can't get it to work, you should raise an issue at the save manager's github.
There's a certain limit we can do in regards troubleshooting save manager issues.
If no matter what you do, the game doesn't show up in those apps, then at that point that is beyond our scope. Their github issue page will likely be a more appropriate place to offer you help