The error messages indicate that no outcomes were found, and that no covariates were found. Could you check if at least some people at risk were found?
nrow(plpData$cohorts)
A count of 0 outcomes could be because only outcomes in the at-risk cohort are extracted. Maybe no one in the cohort has the outcome after the cohort start date/
A count of 0 covariates could be because no data is present for the cohort start date?