Yeah, both PrpShop and PlasmaShop can "open" .age files, although they display different results. For your purpose, it's best to select the .age and right-click > open with > PrpShop. Or if you know which PRP to open, simply open this one directly.
PrpExplorer is an older program, PrpShop has more functionalities, so you shouldn't bother with PrpExplorer IMHO.
Asterisks are invalid in Windows, which is why it's removed from the file name. Don't worry about it, PrpShop never cares what you name your PO/UOF files (the real object name is embedded in the file, hence the file name itself is ignored).
It's also worth noting .po, .mof and .uof are all the same kind of files, so you can simply refer to them as PO (Plasma Object) for simplicity.
"Export DDS" works for me though... But it's not in a right-click menu, it's displayed when I double-click the MipMap (although maybe I'm using an older version of PrpShop, I don't know). This window (displayed when double-clicking the mipmap) also has a Import DDS option.