What version is your Kindle For PC? If you downloaded it today you likely have version 1.19 which downloads kfx, not azw or azw3. DRM cannot be removed. You will not be able to even view the books in Calibre let alone convert them.
The solution is to use an earlier version of K4PC, though this is only a short term solution as Amazon progressively phases out older versions. If you have a Kindle EReader you can download for transfer via USB. For discussion of this issue see
https://www.mobileread.com/forums/sh...42#post3456342