It sound like you're missing FitMarthFinal.pac. You need all of the default files, including ones not included in the PSA. You can get them from the data partition on the resources page. Or just go here.
First of all I want to say congrats on finally making this! Everything works great except for one thing! For some reason, EX characters can't use Final Smash?? I've only entered one EX character so far (Marth) and I don't have the original FitMarth files, so I just followed the steps in the tuorial and copied wtv I had in my marth folder, which is a Kratos Aurion PSA. Maybe the problem is I need to modify something in the DAT files?? All I modified was the FighterConfig one. Anyways, if anyone knows how to fix this, it would be great, because I would love for the Final Smashes to work. Thanks.