Hi Antonis
I have used the wav way with Convolution on 2 ch also from rew when I was following this: Creating convolution files for Roon in the new Room EQ Wizard (REW) with Inversion that did not use EQ filters.
Now I’m back using EQ filters in REW I found easier to export the *.txt (left and right) and load that in to HQP matrix pipeline (I have saved some matrix pipeline setups depending on my sitting point, sweet spot or at computer desk so it is easy to change them on the fly from phone).
Either way I was doing separate files for channels so I did not test using just one file for all the channels. I think you can write the EQ filters directly on the pipeline and no outside file anymore but I haven’t got yet time to try that.
I’m sure other users have more experience and can guide you (especially when using more than 2ch)