This is one of those test outside of Deadline things.
Now, that error is usually when the AEP itself can’t be opened because any reliant assets usually render as a test pattern. If this is a one-off project file it may be corrupt and testing from the command line and opening AE on a render machine might be helpful if you’re not going from Mac<->Windows.
For the AEPX option, they’re talking about the “Export XML Project File” option that will save the AEP as AEPX and allow Deadline to run path mapping. Details are in the After Effects documentation.