The file read/write events from the JVM often has no file name information in them. I don't know if it possible to fix or if the file name cannot be determined.
See alsoJDK-8139515. The recording in that file can be used to illustrate this issue too, all file read and write events have empty filenames.
            
See also
- blocks
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                    JMC-4298 Empty file name on File I/O page should be avoided -           
- Open
 
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- relates to
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                    JDK-8139515 JFR File Read events with Bytes Read=-1 -           
- Resolved
 
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 P4
  P4