Hi Jeff,
are you sure that you have only redirected stderr?
I suspect that the error message may be a result of (unintentionally) redirecting standard out. In such a case you would get exactly that error message because the engine cannot read the input document. On Linux this type of debugging would have worked if you had redirected using the "2>" syntax but on Windows that option doesn't exist as far as I know.
That aside, I suggest to enable debugging by setting GREDEBUG=9 prior to running the application. Besides yielding, possibly telling, debug output to stderr, the engine will produce files named [fj]debug[1-9].xml in the current working directory that might give more insight on why the report is not producing any results.
If this doesn't help then I suggest that you contact our support. The can probably spot the issue quite quickly.
Kind regards,
Alex