The steps ive done that ive personally had zero issues with since i got the switch 2 day one are :
backup save on modded switch
boot OFW
turn on airplane mode
reboot to sysCFW and go to album and restore said save to sysCFW
reboot to OFW and turn off airplane mode
Transfer that save over
And as
@MasterJ360 stated, have to have the games owned. Never tried transferring a save i didnt own on the eshop, and im not even sure it'd be possible as the tickets wouldnt be loaded on the system to be able to restore the save on OFW