Well, cannot help with the hardfile thing, but why don't you put the CD into the CD-ROM drive, the CD-R into the CD-writer and connect the HDD to the IDE bus and then write the CD-R with MakeCD without copying anything to hardfiles ?
Have you tried using harddisk directories instead of hardfiles ? Amiga file properties are stored there either as long as the _UAEFSDB.____ files don't get corrupted (has become much more stable in the latest WinUAE releases).
Bye,
Thomas