You're right. I am not giving much information. Here's what I know. With this scenario (Return of the Shadow) there are 4 biq files that set up the basis of the scenario: Gondor, Arnor, Shire and the rest (Ents, Mordor, Dwarves etc). So when I open up a game with any of those Civilizations, it loads up to the point that you can see the map and the corresponding cities of you civ. But then the game fails giving you an error message. (One of which is the one you have listed above.) However the error message changes depending on the civilization you start the game with.
There are also 3 different biq files that are inside the game file folder: thewarofthering, thewarofthering-beta, thewarofthering-betaback. These files, if taken out of the folder and left directly under the scenarios file and not in scenarios - warofthering folder. These files fail and leave similar error messages. (mostly wav files, thewarofthering asked for a swordsman.INI file(?)
I'll tell you what I think might be a problem and you as the expert can tell me if its logical or just claptrap.:
When setting up Aeldrik's WW2-XL Europe scenario you had to manually install a good number of unit files. Half of them from the web, and the other half from a folder already installed from the C3C cd. After putting those files together where indicated by the creator, the scenario worked and its a good one.
So what if in Return of the Shadow, these missing files could be installed manually from other sources? Maybe from LOTMs which may have some of the same files.
Just food for thought.