I'm sorry EPKL is giving you a hard time. For support, I suggest you join the Colemak Discord where there are many helpful souls who answer quickly and fluidly.

Firstly, yes – DHm is the default Colemak-DH since Oct 2020. In EPKL you'll also see the DH mod described as "CurlAngle" which is a geometric description. Now, I'm not sure what variant you've looked at but unless you have a matrix keyboard (all key rows directly above each other) you should use an Angle mod with DH. Please trust me on that, or take it up on the Discord to have it explained for you. I think there are quite good explanations in the BigBag too, but you may disagree...  (ʘ_ʘ;)

To select the right Angle mod for you, you need to know what your keyboard type is. If you're from the US it's a fairly safe bet it's an ANSI board. The Angle mod for ANSI will move your Z into the middle of the row, but that's a very minor hassle to achieve a good wrist angle and proper fingering. Look at the colored help images to see where each finger goes.

Use the Layouts/Settings panel from EPKL's tray menu. If you're having trouble finding anything, reread the EPKL readme.

In EPKL, find the Settings tab and set the img_HideStates to '--' to always show the help image, or '0' to show it only when the Shift key is down.

For the file error, get the latest commit of EPKL (not the release). There was a bug that should be fixed now. Or, for a quick fix, just create a file named EPKL_Layouts_Override.ini with the string [pkl] in it like in the Example file, and it should be fine too.

In my previous post I described how to make the help image appear when you hit Shift. If you don't want it to show in the Shift state, use 0,1 as img_HideStates.