It's funny, because I was trying to do something very similar last night. I have a (legit) eShop copy of Kid Icarus on my US Old 3DS, and wanted to continue from my existing save file on a EU New 3DS, using a Sky3DS that I bought to tide me over until I can do a region change. I thought that SaveDataFiler would make this relatively easy, but boy
was I wrong.
Best option would be to extract the saves with savedatafilter and do the complicated process of importing to the gwcard
Importing to the Gateway is easy. What will be hard is extracting the Sky3DS's save with SaveDataFiler.
In order to use SaveDataFiler to inject or extract a save file to or from a retail cartridge (or a Sky3DS, which is effectively the same thing), you need to be able to both (1) Launch SaveDataFiler and (2) Read Cartridges. Yes, this is common sense. However:
In Classic Mode (or on a normal, unpatched SysNand), you CAN read cartridges, but CANNOT launch SaveDataFiler.
In Gateway Mode, you CAN launch SaveDataFiler, but CANNOT read cartridges.
There is, however, something that can do both: the leaked custom firmware. While this took FOREVER to set up, it DID (eventually, after hours of crashes) work for my purposes: I was able to inject a decrypted Kid Icarus save into my Sky3DS.
The reverse, however—what the op is actually trying to do—will not work. In order to swap regions, I'd originally thought that I would also need to extract an EU save from my Sky3DS. There is no logical reason why this should not work, but at least for me, while running the CFW, it crashed my system EVERY. SINGLE. TIME. (I eventually got around this problem by placing the EU rom on my Gateway and extracting the save from that copy).
(For whatever it's worth, I don't blame the CFW for being buggy, seeing as it was never supposed to be released in the first place. But my god was last night frustrating)