What do error messages mean as "model error: zero observations for changepoint at time 3, category 1"?

The model cannot be estimated due to lack of data. In this example, the data file contains no observations in the third year of the time series for the first category of the covariate.

You have to choose a linear trend model and select all changepoints except the third year or to join covariate categories in order to get a value for each year.