1. Yes, your URL leads to a mix - screenshot:

2. As Jiaz tried to explain above - mixes are
not supported by JD!
At this moment, JD is mistakenly detecting mixes as playlists and then fails.
The ticket which Jiaz linked is about fixing this and not even asking users whenever users try to download mixes.
You can
not "convert" mixes to playlists!
My
workaround suggestion if you want to download items of mixes:
Add the videos you want to a custom
public playlist, then add this playlist to JD.
-psp-