On my Kindle (Paperwhite, 11th gen), the dictionaries are held in the "\documents\dictionaries" subfolder (I kept my firmware to an older version to keep my USB connection).
When I bought them online (on Amazon, see Kindle Default Dictionaries category), I received pre-made MOBI files that I only had to place in the aforementioned subfolder, without converting them to other file formats.
Afterwards, I set up my default dictionaries for every language on my Kindle in Settings → Language & Dictionaries → Dictionaries.
Hope that helped.
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