No. the files should not have the version numbers on them. It should remain as it is.
Having the label of the HAK include the version number is a problematic solution in search of a problem to solve.
Newer versions should be backwards compatible, and the exceptions to this are very notable. So just update your HAKs if there is a problem. Its not complicated. The server should be communicating with the players as well when they update HAKs.
Adding the version number to a file name on the other hand complicates things. It means that players have to have the precise version you are using. It means that people are filling their hak folders with many different versions of the same thing (of which you only need the latest version). And when downloading an old module, and the old version of the HAK is not available you have to do some trickery by duplicating and renaming a HAK, even though it isn't of that version.
No. Just no. No one should do this unless perhaps you are the creator of the HAK and need to track the different versions for yourself privately.
The solution is for the player to update their HAK. There is no problem with a player having a newer HAK than the server.