I've made some code changes so that such problems (moving a checkstyle configuration file) can be easier handled.
Now only a error message is displayed in the property page header - but you won't be able to leave/ok the the page unless the path of the check configuration is corrected or another check configuration (e.g. a builtin standard config) is selected.
To correct the path you are (now?) able to switch to the local configs tab and correct the properties of the check configuration in question.

The changes will be in 5.0.0 beta2