One more observation. Even after changing from LRU passivation to No Passivation, I still see the same exception.
When getting the error message, does the file exist or not i.e. when it says "no such file or directory", is it true?
When you do your testing, do you restart your SFSB client? Are you sure you don't have an old client requesting a SFSB that has been removed because JBoss has been restarted in the meantime?
You may try to turn logging to "debug" and see if you can find more information with what is happening to smoe of your beans.