We are aware this error message should be more actionable. There is already an enhancement request (SPR 1021790).
This is the summary of the enhancement request: Error message "One or more load/fixture/contact/connector associated entities may not be valid." should be more explicit and give the name of the entity in error.
If you are interested, you can add yourself to this SPR on the Customer Portal: search for SPR 1021790 in the SOLIDWORKS Knowledge Base (KB) and select 'notify me'.
Should you have any question, please contact your SOLIDWORKS Value Added Reseller (VAR) for assistance.