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Did you translate it or someone else translated it? If it has been translated it could be that the wrong files were translated as some can break the game if you translate the files. Have you tried making a copy of a .PNG file renaming it the name of the file in the error and then placing it in the img folder?
It don't answer the question, and it's not even the game OP talk about.
As for OP, a wild guess is that you don't play the game with the Japaneses (?) locales. This lead the system to seeing the file names as "????????" instead of the Japanese characters expected.