As the error indicates, there could be some formatting issues with your file. Ideally, you should open the file in MS Project again and re-save it back as a .xml file. Now, try importing the .xml file back into Celoxis.
NOTE: The supported MS Project versions are 2010 and 2016 only.
If however, you still have issues, please open a ticket with the XML file and we will get back to you on it.