I checked something. I moved folder with these "missing" files to other place, and then convert throws the errors only in English and it didn't generated any images. It behave different than with the files in proper place. It looks like some part of the program know where the files are, and some can ...
OK, the best version which works is 6.8.8-3 and available at http://ftp.icm.edu.pl/packages/ImageMagick/binaries/ImageMagick-6.8.8-3-Q16-x64-static.exe
Something serious was messed up in the never versions because sometimes works (after format), sometimes not. Note that I didn't checked every ...