When using the import feature, the external id(s) on an object are not recongnized. The Standard SFDC data loader can find them just fine. This has never worked as far as i know. At least for the few years i have oiwn the product.
Data Import - Upsert not working - External Id Not Available
Posted 26 Apr 2019
Thank you for bringing this to our attention.
I've added this to our development backlog, and our developers will investigate a reason for the issue and look for a solution for this.
The Welkin Suite