Welcome Steve!! You have hit the Trifecta.
The error message is due to NaN in input data, which in turns is the result of the previous iteration failing (which populates CVX variables with NaN), which is a result of some combination of using CVX’s Successive Approximation method and bad input data scaling and using SCA.
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Improve scaling of input data. Input data should be within a small number of orders of magnitude of one.
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Use Mosek as solver. If that is not possible, see the instructions at CVXQUAD: How to use CVXQUAD's Pade Approximant instead of CVX's unreliable Successive Approximation for GP mode, log, exp, entr, rel_entr, kl_div, log_det, det_rootn, exponential cone. CVXQUAD's Quantum (Matrix) Entropy & Matrix Log related functions
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Crude, unsafeguarded, Successive Convex Approximation (SCA) is inherently unstable and unreliable.