This error should be seen when the file path sent to Vantage is not a valid file (e.g. does not exist or is a directory). Is there anything unusual in the path you use to export the scene, like a network path, mapped drive, unusual characters, etc.? Try exporting to some simple path like C:/export/scene.vrscene and see it it makes a difference.
From what I can see V-Ray for 3ds Max exports a .vrscene file with the same path and name as the .max file, simply using the ‘vrscene’ extension. For example C:/Projects/something.max would export to C:/Projects/something.vrscene. Check the path and name of your max file.
It looks like the only way to export to a different location is to move your .max file there. The vrscene will be exported where the .max file is.
From this screenshot I can see that there is a special character in the word “CHAIKANA” in the file name. Try naming the file with Latin characters only. Make sure you do this for all the folders in the path too. Vantage should work with any characters (we use UTF-8), but maybe the maxscript that sends the filename to Vantage doesn’t use UTF-8 and this breaks it.