No, your DS is fine, but you should try to clear your caches in the web browser (DS's)
That's not the way to go. To save it in *.ekx you should change the save type in the PKHeX. It will save as *.ek6, that file you may than rename to pokemon.ekx. Another option is creating a file named pokemon.ekx and saving over it, will work out perfectly.
Its no problem