Generally this error means the Backup & Disaster Recovery appliance could not gain access to that file, or it does not exist, and the appliance did not back it up. This would be the case for any temporary files that existed at the time the backup began, but had been cleared out by the time the backup got to that specific file.
To eliminate that message from future backups, an exclusion can be created for that file or path from the backup file set or, if the file was already in the file set, its entry may need to be changed if the file had been moved.