Hi Master_dude,
Let’s try to tackle one problem at a time. First step is to ensure you resolve this “404” error you are getting. Go to File->Settings and in the Dukascopy Datasource tab and click the “Test” button. If this is not successful, there is something wrong with your internet connection that you will need to resolve before you can download data.
Once this is resolved, whatever Dukascopy Store Folder you have selected, the data will reside in this location. I am not sure how TickDataDownloader stores data, but Tickstory stores data in Dukascopy’s native highly-compressed binary format. If the data already exists, Tickstory will simply use it. If not, it will download it.
Regarding your issue with your exported date ranges – make sure you are not connected to your broker, otherwise it is likely that the broker will override your exported data.
Hope this helps.