Does it work if you use the offset instead of the now.minusDays?
Ephemeris.isBankHoliday(-6, 'path to config.xml')
What if you use getBankHolidayName(<offset>)?
Try bouncing around the actual day. Maybe there is a timezone or off by one issue going on.
Those definitely seem to indicate that there is a bug of some sort going on here and that an issue should be filed. This could be the root cause of the problems you are seeing with the results or they might not actually be a problem at all in which case these log statements shouldn’t be created as WARN level statements.
Ephemeris is managed in the openhab-core repo. See How to file an Issue.