Okay, this is what I've found. Indeed, it looks like the Store Name must not contain any spaces in order for Product Detail templates to work.
I named my store "Test Me". I customized the page detail template. When I looked in the filesystem, there was an automatically generated file called TestMeProductMain.ascx. When I viewed the product detail page, my change did not show.
I then changed the name of the store to "TestMe". The TestMeProductMain.ascx file retained my edit and when I viewed the detail page, my change was visible.
Note that the Single Page template seems to work correctly regardless of whether the Store Name has spaces or not - I see my customizations for the Single page product list template when the store is named "Test Me" or "TestMe".
I don't know which way it is *supposed* to work. You indicated in a post above that the Store Name must not have any spaces but clearly it doesn't matter for the product listing template. Seems like the Detail Page template should work the same way as the product page and tolerate spaces in the Store Name.
If the Store Name truly must not have spaces, you need to make this clear in your documentation (which shows a Store Name of "Gaming Store" on page 17 in the manual that I have).