Hi Lenka,
The * doesn’t work on Windows since on Linux and macOS it is actually replaced by the shell into a list of filenames before the harp command is executed. On Windows the * gets passed directly to the harp tool and harp then indeed complains that it can’t find a file that is called ‘*’.
Regarding the weight error, please make sure you generate all files with the latest version of HARP (v1.9.2). There are some important fixes in HARP especially for this case.