First of all, I have no idea why it would say "File not there" in the first place.
But usually when it says "could not read project; file may be damaged: (bad header)" and stuff like that, I find it sometimes means that your actual Scratch application file (.app or .exe) or the image file(the actual additions to Scratch, .image) is damaged, so you should redownload it off the Scratch site. OR you are running a project with Scratch components from a new or super old version of Scratch than the one you are running.
If all else fails, ask someone else or contact the Scratch team directly.
Have a nice day,
ScratchDude101

Offline
I'm sorry, but this means that the project has somehow been wrecked.
This has happened to me and my friends. The projects this happens to almost never work again.

Offline