Hi Choo Choo Tim, and welcome! I saw your introduction, but I didn't have time to post in it.
Don't mind the "You must ask permission to use these files" unless you're developing routes or objects, because that is a different situation from what you are experiencing with openBVE.
When openBVE says that there are missing files during startup, it's most likely the entire file itself. Try re-extracting the Object and Route files again, and see if that will remove the errors. If, after a couple of tries there are still missing files, then the entire file is bad and you'll need to re-download the zip files again. You're not the only one that experiences it - I do too, and I'm sure many openBVE users have experienced this already.
Hope this resolves your problem!