Yes, this definitely needs a better error message. It seems like there are several things that can cause this "Invalid file or unable to open" message, from trying to open compressed audio when SDL_Sound is not linked to confusing case-sensitive and case-insensitive file names or just missing files or invalid compressed audio, is there any way at present to actually debug what specific thing is causing this error besides just throwing solutions at the wall to see what sticks?
Missing volume paths are logged at debug level
It seems like this would be a useful feature to have for deniability purposes. A single large file is potentially obvious as an encrypted volume. A large number of small files would be much more difficult to detect. Hidden volumes also provide deniability, but they have other problems. This could be implemented easily enough with an encrypted index file that contained the paths to the other parts.