I found that if I format the SD card in the camera it fixed the issue.
I first exported the jpeg with Image Edge Desktop😉
If I import picture in Photos and delete them after import
I get "Unable to display" in the camera Playback
Does that mean that I have to format the SD cards each time I import picture to my Mac
to avoid question mark and .ARW issue?
I didn't had such trouble using my Fujifilm X-S10
Also, movie doesn't get imported automatically in Photos?
Is /Private/M4ROOT/Clip the only way to export movie without opening Movie of Final Cut?