It seems there was some issue with the ceremony with some wrapping/unwrapping scripts.
They explicitly said they wanted to export the keys from the HSM; the keys were intended for USA/Europe (for sovereignty reasons) but were never actually used.
It seems the HSM itself worked, their ceremony around wrapping/unwrapping didn't.
Makes more sense.
I'm sure the Utimaco's used (haven't worked with one) also allow all slots to contain the same name or keys with the same name and the device always selecting the first one if you only provide the name and not the slot ID or token identifier. Don't ask how I found out the hard way.