"Thickness is not defined for one or more shells" but I have NO shells in my model

SolidWorks 2018, Simulations professional, FEM of assembly. Mesher problem.

When I tried to generate the mesh I got the following message:
"Thickness is not defined for one or more shells".

The issue is, I do not have any shells in my model.
I checked everything. Both hidden and visible.
- No random shells.
- No random surfaces.

Any ideas or sugestions how to inspect where the problem is located?