Hi Daniel ,
We too stuck up with the same error ":Product / Individual Object ****** not found"
While Executing the report , please check for the following
1) Uncheck the Checkbox "Simulation- No Deletion"
2) In the Logical System , do not give the system id in which you are running the Report (i.e.) Don't give your CRM Server . Instead Give the System id of your ECC System .
As the materials are downloaded from ECC to CRM System , the logical system Id is your ECC System Id .
Thanks & Regards,
Kokila Anbarasu