PR604/804 pianos do not have the SD Card facility but they do have a Floppy Disk Drive. An SD card adapter will not work on the USB port - two reasons - the connector is the wrong type and there is no control software installed in the keyboards, to allow reading/writing to that type of device on the USB port. The controlling software which allows communication between the keyboard and a PC, has to be installed on the PC.

The fact that you are able to use the Panasonic Audio Recorder, tends to confirm that USB communications are OK and that the drivers are installed correctly. The only thing that occurs to me is that the files which you are trying to transfer from your PC, may not be compatible with the PR804.

Are they actually PR804 files or are you trying to transfer say KN7000 files? I'm not sure if KN7000 files are compatible with a PR804.

Have you tried saving a PR804 set-up to your PC using the Song Manager? Does this work OK? If it does, then try transferring the saved file back to your PR804. If that works OK, then I would say that the other files you are trying to load are either not compatible with the PR804, or they are faulty.