Some issue with external table over preprocessor

I built an external table based on the output from a preprocessor. Got the following explanation, why it does not work:

      Trim whitespace same as SQL Loader
KUP-04027: file name check failed: /u01/app/oracle/nx/datamasking/nx_masking.dat
KUP-04017: OS message: Error 0
KUP-04118: operation "lstat64", location "skudmicdl"

All seemed to be ok. The script returned the output when called manually. Returned value was 0.
So what was wrong? The file I called was a link to the real script in fact. Once I dropped the link and copied the script source to the file with name referred within database, the problem vanished.