Having spent some time trying to solve some downloading issues I have narrowed it down to our old friend "The Ampersand"
One category "A & W Restaurants" will not download .LOC files. So when trying to download a page of 25 Waymarks that happens to include an A&W or even just an A&W on its own this is the result.

So I tried editing the title in my own Waymark (removing the '&') but got the same result. All I can think of it that the Category name contains an "&" which is causing the .loc to choke.
After all was said and done, I was able to download all of my visits with the exception of any that were from the A &W Category.
BQ