Yeah it was telling me WAD Sigil_II not found.
Turns out that the .wad file you get in the zip file from the romero games website is named SIGIL_II_V1_0.wad, and renaming it to SIGIL_II.wad worked.
I couldn't get the .wad file with the THORR soundtrack to work without also renaming it to SIGIL_II.wad (it currently comes named SIGIL_II_MP3_V1_0.wad and i tried renaming it SIGIL_II_MP3.wad and that didn't work)