Ensure you are using Cemu version 2.0 or newer, as earlier versions do not support the .wua extension.

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No, not easily. The .WUA format is designed as a final, playable archive. If you need separate update/DLC files for some reason (e.g., installing to a real Wii U), you should keep your original dumps.

There are several websites and online communities where you can find Wii U ROMs. However, be cautious when downloading ROMs, as some sites may bundle malware or viruses with the files. Here are a few popular sources: