I followed the instructions:

All SCI32 (SCI2/3) games […]
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All SCI32 (SCI2/3) games

Copy all files from each disk or CD to the game directory. Some games need additional work:

Games with multiple CDs

. Directories that exist on multiple discs (e.g. ROBOT and VMD directories) must be merged together, not replaced.
. Rename the RESOURCE.SFX from each CD to RESSFX.00<cdnumber>, and the RESOURCE.AUD from each CD to RESAUD.00<cdnumber>, to match the corresponding RESSCI.00<cdnumber> file that exists on each CD.
. It should be safe to replace any other files from later CDs that were copied already from earlier CDs, except in Phantasmagoria 1 (see below).

Phantasmagoria 1 from CDs

Copy the PDOCO.TXT from the first CD only.

The game works but some little part of the game (like a book translated in italian) are missing and I get those errors:

WARNING: Failed to open RESAUD.001! WARNING: Failed to open file stream for RESAUD.001! WARNING: Failed to open RESSFX.001! WARN […]
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WARNING: Failed to open RESAUD.001!
WARNING: Failed to open file stream for RESAUD.001!
WARNING: Failed to open RESSFX.001!
WARNING: Failed to open file stream for RESSFX.001!
WARNING: Failed to open RESAUD.003!
WARNING: Failed to open file stream for RESAUD.003!
WARNING: Failed to open RESSFX.003!
WARNING: Failed to open file stream for RESSFX.003!

I re-checked those files and they have been renamed correctly, what Im doing wrong?
*I'm using Scummvm