The filled shape is open error only relates to when you’re trying to engrave an open path. The blue indicates that they are set to engrave, right? The line that is beneath Mitchell is an open path but, at least on the file I downloaded, is the same operation as the text (black stroke). So it’s throwing the error when trying to engrave the black line, which is an open path.
To engrave the line, it needs to be expanded into a shape. As it is now, it’s set up to be a score. If you want to score it, just change the color and make it a separate operation.