When you created the QSORelay.SQLite database file, it would have been located in the AppData/Roaming/VK2BYI/QSORelay folder, did you copy that file to the folder C:\Users\Documents\QSORelay ?
Make sure the QSORelay.SQLite file is located where you are pointing to it.
It should not matter where you have the QSORelay.SQLite file located but try creating a new QSORelay.SQLite file where it wants to create by default in the Roaming area and then select it there and also point to it there in JTAlertX.