The fmr_xxxx objects are created internally by Forest to render in Mental Ray. They are instances of the Geometry List objects (your mr Proxies) with the materials defined on this list.
Probably, one of these materials uses an UVW map channel that doesn't exist in the mr Proxy. The reason that you get this error in the fmr object, but not in the mr Proxy, is because Forest hides automatically the custom objects assigned in the Geometry List before rendering (to save memory and render time).
To locate the failing proxy, disable in Forest the option "Display->Hide Custom Objects before rendering", hide all Forest objects and render. You must the same UVW error, but in the proxy object.
Updated: I just tested this issue in a test scene, and the result is slightly different: the UVW error occurs in the Forest object even if it is hidden, and the mr Proxy doesn't show any error although it has not the right map coordinates. So the problem is the same, but you must find the failing proxy checking the UVW maps manually.