troubles making an .exe game

Well i am new to making the .exe, used to just using the .blend for games. The problem i am having is when i create the .exe anything that i used vertex paint for the texture does not show up tho the object is there just not with right colors.

Also part 2 of question, latly i have been getting this after i save and then i open it right away blender says “Warning: ERROR IN CONSOLE” i look in the console it says Object blank(actual name of my mesh) has lost data. Lib:0 then i look at the mesh and it turned into an empty with the same name. Dont know whats goin on here either

thank for your responses

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