The images save fine now. What I changed? Not much.
In KStars/Ekos/Indi Control Panel:
Under the tab GPhoto CCD, tab Options:
"Force BULB" set to Off instead of On.
"Debug Levels" to include "Driver Debug".
Tested with settings in Ekos "CCD" tab with settings as shown below.
Delay: 3 (This might be important; see www.gphoto.org/news/ section: "libgphoto2 2.5.26 release" )
AF set to AEF (should not be relevant)
Camera Tab >
ISO set to 100
DRO/Auto HDR set to "Off" (This might be important)
Long Exposure Noise Reduction (NR) set to "Off" (This might be important)
Utility Tab >
"Format" done but was also done before so should not be relevant.
"Version" checked to be the latest 3.20
I suspect the delay or the BULB thing fixed my problem. Hopefully it will yours too. Happy - 2021 - New Year!