2.) Within that documentation you will find the below; what you are seeing is likely the expected behavior. The separate files are for the lookup data. You should find that one file 'hit_data.tsv' is significantly larger than the rest, which will have multiple columns and all of that hit data. If this file is missing try selecting a larger date range.
When extracted, the data file contains a single hit_data.tsv file with all data for that day, as well as lookup files for any required columns.