So it looks like you've found the RAW files
No. These are the RAW files taken using some of the older (2008 year) CHDK builds.
For the DNG support / zero site badpixel file - see this thread.
Thanks!
Creation of 4-byte long badpixel.bin with "0000" inside enabled the DNG mode. It shoots the DNGs and CRWs now and saves them to the memory card at last.
It looks like the problem was the badpixel.bin file that had to be created manually.