replace sky

In Windows we have a folder in 'Photoshop 24 Settings'  called Sky_Presets that contains all of the supplied sky replacements, but that doesn't seem like a good fit for your error message.  We don't know if it is an operating system or Photoshop file that can't be found and we are a couple of days in from you started this thread. 

I've seen issues caused by the wrong colour mode (Sky Replacement apparently doesn't work with CMYK images) but you are able to start the process, so that doesn't fit.  With the absence any better advice, I think you have reached the stage of resetting Photoshop Preferences, and if that doesn't help, reinstall Photoshop.

I wish you luck.

What have you done for all-purpose trouble-shooting so far?
Restoring Preferences after making sure all customized presets like Actions, Patterns, Brushes etc. have been saved might be a good starting point:
https://helpx.adobe.com/photoshop/using/preferences.html
https://helpx.adobe.com/photoshop/kb/basic-trouble-shooting-steps.html
https://helpx.adobe.com/photoshop/kb/troubleshoot-gpu-graphics-card.html