I was having a similar drama but worked it out.
Safer to download to a card and not directly to your unit.
I found downloading the CSV files to be more reliable than the other formats.
If you also want a spoken warning download the identical WAV or MP3 file depending on what is compatible with your unit.
Then open the POI Loader. This can be downloaded from https://www.gps-data-team.com/pda-gps-navigation/topic/19.html
Once the loader is opened, choose the location/folder you have saved the files to, and select your sd card as the destination. Choose 'manual' when prompted so you can set the proximity distance.
Once on the card insert into your unit and DON'T SAVE to the units memory if prompted. Let it always read from the card.
Then go to your Proximity alert menu and select the Custom POI and set the tone you desire. If you have installed the identical WAV/MP3 file for the same prox alert you will get both.