Common scenario when rendering is to have some materials use custom image files. I have included the 3 most common areas to check should you receive the “The following render appearance images are missing:” warning when rendering below:
1. As a best practice try to store all custom image files in one location. Wherever these image files are located, ensure that the path is specified under Options > Rendering > Additional Render Appearance Paths.
Add the path[s] where the images are stored here, and then re-render the scene to see if the warning persists.
2. If the materials are stored on a network location, verify the location appears in the list above as an additional render appearance path. Also make sure all users have access to this folder.
3. Depending on the application which created or saved the image file the material uses, Revit may not be able to load the image file for rendering. In most cases this may occur with certain JPEG compression modes and will generate the same warning message at render.
One easy test is to open the image file and save it as .PNG format instead. Edit the Revit material to point to the .PNG format image to see if this eliminates the warning when rendering.