But opens fine the second time. In MS Word 2007, the error message is "Windows cannot find....docx....Make sure you typed the name correctly and then try again." After that, the word document can be reopened.
Solution: Remove the COM Add-In that is interfering the process. "Win Zip Courier" was the culprit for others, but in my case, I think it is either Inknote or YouDao.
When COM Add-in cannot be removed due to message: "This add-in is installed for all users on this computer, and can only be connected or disconnected by an administrator." Open WINWORD.EXE in administrator mode.