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Are you extracting the .pyo files directly to your mods folder or keeping them in .zip folder that you downloaded them in?
You should be plopping the .zip folder that you downloaded right into your mods folder, not extracting them.
No, leave them in the .zip file you downloaded, and put the zip in your mod folder. (The game will process the .zip file.)
Edit: The game handles two types of mod files: *.package (for game resources/data files) and *.zip (for script files). If you download a mod and inside the zip is a *.package file, then unzip it; otherwise, don't. The mod authors will always say in their install instructions what to do.