This information applies to versions 5 and older
As Nik Collection 6 has been rewritten with modern code, we do not see this behavior anymore.
The squares may just be a glitch in the preview function rather than an error in the image file itself.
This may be caused by your graphics card, so please check that the drivers are up to date.
If this does not help, please go to the settings menu of your Nik Collection software and deactivate the 'GPU acceleration option. You may need to restart the computer after deactivating the GPU in order to see this work.