If I follow these steps, the result is as follows...

EDIT: You may need to create a Custom CMYK profile to match a European condition, as the old Legacy Default CMYK is probably based on SWOP. Do the CMYK colour values look correct, despite the preview? This will also help you to determine if this is simply a preview issue or an issue with the actual data.
Try assigning the Photoshop 4 or 5 Default CMYK profile, is the preview any better?
The separations were either created in an old version of Photoshop before modern ICC colour management, or perhaps they were separated by 3rd party prepress software back in the day perhaps for a different CMYK condition. Could this separation be for newsprint?
If you have access to page layout software, you could place the preview .eps image and see what you get, but this will still be subject to colour management.
I'm happy to take a look at the 5 files offlist, you can send me a private message with a download link and I'll report back.