You follow the right approach, though note that paths have to be defined in the building blocks you use. The message says that cell sp_mmi1x2_dp has no path information (no tracker), so the pathfinder can not continue. A Nazca path can track various connection types (tracker, e.g. for optical or electrical netlists, or polarization states). Demofab in nazca.demofab has some basic examples, using connect_path().
Note that in Nazca.0.5.13 the nd.pathfinder() function has been renamed nd.findpath() to avoid confusion with the module already named pathfinder.
See also this trial cellsthread on MZI optimization.