Create Address Locator Error - Dual Range, ADDRFEAT files

[HaleyCannon]

I am trying to create an address locator for the state of Illinois using the TIGER ADDRFEAT county road files. I created an address locator just fine using only the NE quadrant county shapefiles using the dual ranges address type after I merged them into 1 streets shapefile to use, but when I merged all counties in the state into 1 shapefile and tried to create an address locator the same way, I get ERROR 000042 (screenshot of error message below)

I am saving it in the same folder as my first address locator, so I don't think it's an issue of location. I did notice as I was looking through the attribute data of the county road shapefiles that some of the LFROMHN , LTOHN, etc. fields are empty (see screen shot below). Is that maybe why I am getting an error? Any idea how to get around this issue if that is the case?

If someone could please help, that would be great!

Thanks

[ShanaBritt]

About how many features are in the shapefile that contain all of the streets for all of the counties in the state?

What version of ArcMap are you using?  Do you have 64-bit Background Geoprocessing installed? Background Geoprocessing (64-bit)—Help | ArcGIS Desktop , Foreground and background processing—Help | ArcGIS Desktop 

The reason I ask about 64-bit Background Geoprocessing is because if you are working with millions of features it is best to run the Create Address Locator tool in the background with 64-bit geoprocessing installed.