I have no idea why you’re seeing that message. Ignore it. If the program you’re using to unzip files is causing the report, try a different one. I use 7Zip, a free and excellent compression utility.

You must do a Manual Tile Selection on the Free Garmin maps site at http://garmin.openstreetmap.nl, not the Open Street Map site, by scrolling to the area of interest and clicking on as many tiles as you want included in your finished map. In the case of the Faroes (and the Falklands), only one tile is needed. Because the island group is such a small portion of the region, usually no premade maps for them exist so you need to select the specific tiles that include the Faroe Islands.

First, click the radio button for Type of Map; Generic Routable (new style)

Then skip the section where you select a specific country and scroll down to

Perhaps you’d like to add some additional tiles?
Enable manual tile selection:[checkbox] then use the map below to add and remove tiles to the selection

Click on the checkbox and scroll the map to the area of interest. Click on as many tiles as you want. If you mistakenly select a tile you don’t need, click on it again to deselect it, or click the Reset Selection button.

Go down to the next step and click on Request your map or download it directly:

If the map has been requested earlier, you can download it immediately. Otherwise, fill in your email address and the map will be created for you. This may take a bit of time depending on the server load but it’s usually only a few minutes. You will receive notifications and a download link when it is finished.

Note that if you want a map for, Germany, for example, you would pick Germany from the preselected maps found under the Europe drop-down list. Selecting tiles manually is only necessary if you want a particular area, as in your case, or want to make a map that straddles a country boundary.

Here is a link to the Faroe Islands data
http://osm.pleiades.uni-wuppertal.de/garmin/generic_new/10-02-2019/b160044fb04ca34ac3dcaf306a7da600/

The Wiki explains how to use the site in more detail:

https://wiki.openstreetmap.org/wiki/Garmin.OpenStreetMap.nl:Manual