Trouble exporting "Audacity failed to read from a file in:."

I am trying to export a podcast project to mp3 but each time I receive the message: “File error: Audacity failed to read from a file in:.”. The same thing happens when I try to merge the tracks. Very confusing, especially given there is no file name provided. Can anyone tell me how to overcome this problem?

Please state which version of Windows you are using,
and the exact three-section version of Audacity from “Help menu > About Audacity”.

Is this a saved project? If so, where is it saved?
Does the project play correctly?