Yes, as you guessed, the debugger is probably passing us a remote path that we have no clue how to map. This happens when debugging a remote target/web server. Typically this would have been set up correctly when creating the project through the wizard. Try setting up a local <=> remote mapping from Build>PHP Options, Run tab, File mapping.
If you cannot figure out which remote path is the problem, you can:
* turn on debug logging by setting def_debug_logging=1 on the SE command line
* run the debugger through the point you get the error
* stop debugging
* inspect 'vs.log' in your config-directory (Help>About)
* look for lines with "warning: unable to map remote file..." which indicate stopping at a breakpoint and not being able to map back to a local file
* look for lines with "warning: unable to map local file..." which indicate not being able to set a breakpoint on the remote side
Keep in mind that if all your debugging is taking place locally, then those warnings are meaningless (which is why they are warnings and not errors).
Also, do not forget to set def_debug_logging=0 when you are done.