1) I am able to save it (From File>Save as ...) in .txt but not in .asc (you seem to say that it's possible to direct convert in asc. for the link but I don't see the option. Am I wrong somewhere ?
Choose Finder > Preferences > Advanced. Now you can check "Show all filename extensions." if it isn't already checked. Now go to the directory you've saved your .txt file and rename it to
<any_name>.asc.
To convert a .txt fil in .asc it needs to download again a new software.
There's no need to download any software for this. It's as simple as renaming a file.
I am not sure 100% that it works because I can't open the file (.asc) but I guess it's normal because GPG is not installed yet.