Solidworks does not deal with non-manifold geometry:
Yes, sometimes it sucks.
Maybe Dennis Bacon can share how he has gotten around this before (if applicable).
Thanks for your answer.
I learned "Error Message - Zero Thickness Geometry", well,that's the root cause.
If you share the file you might get better help, but I'll take a stab at it.
1. Since you are converting to sheet metal does that mean this part is just a surface? I cannot tell from the images.
2. Can you make very small cuts at the corners to provide a slight gap where the zero thickness geometry (ZTG) problems occur? If so then you should be able to follow that with your conversion using the 2mm thickness.