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Sometimes when searching for proxy SNPs using local files, Plink will throw an error ("Error: No valid variants specified by --ld-snp/--ld-snps/--ld-snp-list") and output no file. This will cause a knock-on effect for the R package which itself will throw some (rather worrying) errors:
My solution would be to wrap the parts of the code which load this file around checks to ensure that 1) the file exists and 2) it contains any rows.
It seems this problem can arise when the SNPs are not found in the local reference panel. This is most obvious when using a mismatched build (e.g. data is GRCh38 and panel is GRCh37) but can also occur when the data are imputed to contain more SNPs than the panel. Dropping those SNPs would likely be better than killing the entire process.