I know what it means. An Audacity Project is an AUP text file with instructions what to do with all that stuff in the similarly named _DATA folder to play your show. A project is not a simple sound file. It’s a collection of files and folders.
I think I’d find out why it did that. Live audio (and video) production is stressful for a computer. Your machine could limp on the edge of failing for a long time but the first sound project could push it over the edge.
For one example, Audacity makes very good use of high memory and not many programs do that. Most people don’t let their computer check its own memory during startup (stupid waste of time) so you could have bad memory and not know it until a long, complex recording tries to use it.
This is also the kind of thing that can cause the computer to run out of hard drive space.
Normally what you need to do in that situation is to delete the redundant line before last, which is a series of nulls with a duplicate tag at the end.
If you need help, please attach the AUTOSAVE file. It’s at (Windows 2000/XP) Documents and SettingsApplication DataAudacityAutoSave or (Windows Vista/Windows 7/Windows 8) at UsersAppDataRoamingAudacityAutoSave.
You will have to open that “C:UsersCRAppDataLocalTempaudacity_tempproject30860” folder and see if the files mentioned in the log as “missing” are inside that folder.
The files have to be in the exact subfolder. So for example “0001a93.au” needs to be in a “d01” folder, and the “d01” folder needs to be in “e00” folder, and that “e00” folder needs to be in the “project30860” folder.