@ZackE 

Data problems that might be found have no effect on the state W-2 template file.

Rebuilding your company file will have no effect on the state W-2 template file.

Using the file doctor will have no effect on the state W-2 template file.

All of these things should be obvious to you.

@ChanceGardener 

If you go to the location in the error message, is the file present there?

If not, then resetting and getting your payroll updates again should replace it.

Start on the Employee menu in QuickBooks and pick Get Payroll Updates and then get the updates while the Download entire payroll update option is selected.

Then check again to see if the file is present. If so, then it should work.