Is this post/bug in reference to the config files not showing up in the following server directories?

\Minecraft\world\serverconfig
\Minecraft\config\farmingforblockheads

Or this a separate issue I'm experiencing?

MarketRegistry.json being empty by default is normal - it's a convenience file allowing you to change the market trades without using a data pack. See the README for info on that.

This issue is related to the farmingforblockheads-common.toml and farmingforblockheads-client.toml not being created, which contain a few general options (like the names the merchants will take on).