Glad you got that sorted. Mono vs Stereo was my original run-in with Montage throwing an "illegal file" as well.
I tried looking for a solution using the search engine, but could not find it.
No problem - that's why I include, as future reference, the search string I use for the search engine (google, exactly). Using site:yamahasynth.com narrows down the search to only this forum and then you can add Montage then any other keywords and usually find what you're after. Even the MODX users would do well to search for Montage at least as a 2nd, more broad, search after doing a search on MODX since Montage has so many shared settings/features.
Some final commentary on the search string I used: I placed quotes around "illegal file" (exactly as shown here) since google will treat this as a unique phrase where there must the word "illegal" followed by the next word which must be "file". Without the quotes, google would look for both words appearing anywhere in any order.
Badmister and Jason, thanks for your replies. I tried looking for a solution using the search engine, but could not find it.
But the problem is solved: the samples were mono. I have converted them to stereo, now it works.