the error message is still the same
I have run into the same problem as you, and I find I can get around it by doing some variation on what Vacheto said. So maybe you could give that another try.
It shouldn't matter where the samples go, because Logic is supposed to be able to use Spotlight to find them anywhere. However, I notice this doesn't always work the way it's supposed to work. But something else you could try is reindexing Spotlight. See
here: "Spotlight: How to re-index folders or volumes."
Also, the VEC package contains both one-shot material and loops. The EXS instruments they provide are designed to make all that material accessible from within the EXS24. This makes sense for the one-shot material, but I think this is probably not the most convenient way to work with loops. I think ideally the loops should be available in the Loops Browser, and work just like Apple Loops, i.e., automatically preview in the proper tempo, and automatically follow your project tempo.
This can be easily accomplished, but they don't tell you how. If this is something that interests you, let me know and I'll explain it.