No, this is normal behaviour, the firmware-6.bin error is normal. I don't recall it ATM, but there is a thread about that with more explanation (edit: that thread, response from slh). You don't have to rename it, you've done it correctly, the firmware loaded.
So as soon as you configure VLANs this behaviour occurs, or it's present already with vanilla setup?
Nope, you are using the correct firmware and error is normal. Either it loads firmware-6 or firmware-5, depends on the board.
Edit: Could this be related to the MTU size? I'm no MTU/VLAN expert, but VLAN tag must add to the total frame size, no? Default MTU 1500 becomes 1518, then 1522 with VLAN tag possibly. Maybe this old bug report makes more sense than my thoughts:
https://dev.archive.openwrt.org/ticket/18590#comment:1