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The picture you posted is showing the backup folder made by Enderal. Dawnguard.esm and .bsa are both in that backup folder. These files aren't in use when you're playing Enderal. They're just to keep as a backup when you want to play normal Skyrim.

If you want to use mods with Enderal you need to ...

It seems you are somehow missing the Verdana font.

Find a download link for it and open the font files and install them, then launch the Enderal client.