I presume that this is better error checking in later versions of Vassal ?
Open Wellington module (v3.1) in latest Vassal (I was using v3.5.4 snapshot);
An error message about a missing image file is seen: The Eagles Come South.png
On examination, the module contains the image but the actual image name is all lower case.
I went back to v3.2.17 to fix the issue; no error message on opening the module.
I have a feeling that maybe the error will be encountered when that piece is referenced.
Edit: Ah yes; error message appeared when I tried to access the image.
Anyway, I will submit this small bug fix to the module as v3.11