If you use use Calibre, you know it allows you to pretty much convert anything. With the changing of mobi files with Kindle to now using KPF files, there seems to be a conversion issue.
I use Calibre (it's a free download) at https://calibre-ebook.com/
Calibre also uses different plug ins. If you go to the link, https://plugins.calibre-ebook.com/ you can download the plugins. If you are looking to convert the KPF, you are looking for the input and output files of KFX. Download the file. (I download to my download folder, as I have Windows 10). Once both of the files are downloaded (they are zip files, but do not unzip the file), open up Calibre Library, and then go to Preferences button, and select Plugins. Select "Load Plugin from file" at the bottom of the page. Browse to the file, (one at a time) and the plugin will install.
If you select the arrow on the Preferences button, rather than the button itself, go to plugins, search for KFX files, and install them by clicking on the proper file. They will install automatically.
I hope this helps. I'm currently not aware of other conversion programs to do this, but if you find one, feel free to share.