This usually means one of the parts was not downloaded completely. Try re-downloading the specific part mentioned in the error, or all parts if necessary.
Ensure you have the entire set. If the set goes from 1 to 5, you must have all of them. If you can tell me: gf170921-cr-20210917-cdx-part4-rar
you obtained this file (e.g., a specific site or type of file share) This usually means one of the parts was