The error is coming from the stat function and is being reported as part of the warn function. In more detail, from the warn documentation:
The Fn err and Fn warn family of functions display a formatted error
message on the standard error output. In all cases, the last
component of the program name, a colon character, and a space are
output. If the Fa fmt argument is not NULL, the printf(3) -like
formatted error message is output. The output is terminated by a
newline character.
The Fn err , Fn verr , Fn warn , and Fn vwarn functions append an
error message obtained from strerror(3) based on a code or the global
variable errno preceded by another colon and space unless the Fa fmt
argument is NULL enter code here
So the "No such file or directory" is coming from the stat operation because it can't find sockname and is being passed to the warn function via a code.