Support for SermonSpeaker 5.x is in bugfix mode only, the same as it is for Joomla 3.10.
I will not add any new features to this releases.
Please upgrade to SermonSpeaker 6.x and Joomla 4.x, which is better anyway.
Looks like you have an outdated language pack installed. Check if you have one installed and if so try uninstalling it first. Most likely, the one shipped with SermonSpeaker has all the required strings included.
It should say "This filename is not safe to use in an URL" and it means that the filename contains some special characters which should not be used within an URL. Since the filename ends up in an URL when used in the player, it should be conform with URL rules.