Your current version of WMCUtility is failing as you need the Win 8 version.
You should also set the flag on the Output tab that says something like 'Create data for stations with the same name....' or something like that.
The disappearing EPG problem is definitely caused by the Automatically map EPG data to channels setting being on in EPG Collector. I'm not sure what's changed since the EPG Collector documentation was written - perhaps it's just WMC 8 - but the setting isn't actually necessary. Whatever's happening behind the scenes, WMC appears to match the EPG data to the correct channels itself. You don't need to match up the channels and listings manually in the Edit Channel / Edit Listings settings in WMC either.