Chadok, please don't edit your first post to continue a thread. Almost didn't realize you had responded. Just submit a reply next time, so that your first post remains in the thread.
What you are calling "custom" memory A/B/C is really COMPOSER memory A/B/C.
The Disk menu lists all the files that are available on the disk. Select one of them and then select LOAD. When you do that, the style is copied from the disk to the internal COMPOSER memory of the keyboard. The file on the disk has all three of the Composer memories (A,B, and C) in the same file, although one or more could be empty. Usually memory A is used first. The COMPOSER memory is volatile and will go away when you turn off the keyboard.
You can only load one of the files from the disk at a time. Each time you load from disk the Composer data is replaced with whatever you load from disk. This is over simplified but is true for your converted styles.
If you want, you can load one file to the Composer, then copy that to CUSTOM memory which is non-volatile. Custom Memory will remain even after you turn the keyboard off. There are 20 custom memory locations available for you to use. So, you can copy the styles from the disk one at a time to the KN6500 Composer and then move them to Custom memory one at a time, if you wish.