The message suggests a file path error.
Change
Code:
StrTxt = ActiveDocument.path & "" & StrTxt
to
Code:
StrTxt = ActiveDocument.path & "\" & StrTxt
However you should ensure that the document you are splitting has actually been saved or it won't have a path.
See also
https://www.gmayor.com/MergeAndSplit.htm or
E-Mail Merge Add-in