@RogerCooper It appears this map was a separate mod of hearts of iron which are no longer supported in 1.9. The reason it doesn't find the images is that its only looking here:
Loading resources from the following paths: [C:\maps\hearts_of_iron.zip, C:\Users\ron\Documents\GitHub\triplea\assets]
To resolve this you should either do:
Merge this into hearts_of_iron (copy game XML and any needed images into it so you have just 1 zip with 2 games)
Copy all assets from hearts_of_iron to HeartsofIron_Fatherland so its a standalone map and then update the name property in the game XML so it no longer points to hearts of iron:
<property name="mapName" value="Hearts of Iron" editable="false"/>