I found a work around of sorts, for those that are interested – at least it worked for me.
The plugin saves the data, it just doesn’t upload the photo and I’m not enough of a php programmer to fix it. So, I created the user, filling in the necessary info, especially the First, Last and Nickname areas. But I only checked the Nickname for now. Then save the changes.
Then I edit the same user. In the URL bar, you’ll see something like this:
https://www.yourblogURL/wp-admin/user-edit.php?user_id=86&wp_http_referer=%2Fwp-admin%2Fusers.php%3Fpaged%3D2
That 86 number in the example above, will be the user ID you need. Name the photo xx.filetype, where xx is the user ID number and filetype is .jpg, .gif or .png. Now upload the photo you want to use to the wp-content/profile-pics directory. The author of the plugin did a good job, especially naming the photo to the user ID – it makes it easy.
Then go back to your profile edit page, and check the first and last name options. You should see the photo load. Then just save the changes again and you should be good. You may have to refresh the page if it doesn’t show up automatically, but that’s what worked for me.