No, I don't receive any error messages. But exported png's or jpg's files are white/empty/depends on artboard settings.
But I found a workaround for this problem. If embedded document has applied layer effect, exported files are fine.
I applied layer effect -> color overlay:-> color white -> blend mode: multiply.
So i think this solution works because Affinity Designer has to rasterize embedd document with fx added to layer. Without fx AD exports only empty wireframe/boundaries of embedded document.