Hi Aya,
Thanks so much for reaching out! Sorry to hear you're running into this issue. I understand how frustrating that can be.
When you test your Storyline project, are you publishing it first or previewing it from within the application? The Open URL/File trigger only works in the published output, so the message you encountered would be expected during preview.
If that's not your scenario, could you share your file with us in this thread or privately in a support case? I'd like to take a closer look at your setup.
Thanks so much!
