This message may be caused by a corrupt .vmsd file (a small text file). Please check whether this file still contains information about non-existing snapshots.
To get rid of it, shutdown the VM, delete the VM's .vmsd file, and then follow the steps in https://kb.vmware.com/kb/1026043 to reload the .vmx file.
That's the thing, there is no .vmsd file. There's nothing. Will this recreate it?
No .vmsd file!? That's unusual, because once created, it's only gets modified, i.e. not automatically deleted.
Anyway, in this case shutdown the VM, and reload the configuration. Maybe the VM's process still has some snapshot information in memory.