That error message indicates the AWG either cannot see the External 10Mhz ref clock or the PLL circuit has not locked onto it sufficiently (can take several seconds) to allow generation. You mention it is being externally supplied, I would advise you to start the external clock before the AWG and the stop it after the AWG.
Could you try and run this example: niFgen_Reference_Clock_Example.VI?
This can be found in the NI Example Finder, browse to: Hardware Input/Output->Modular Instruments->NI-FGEN (signal generators)->Arbitrary Waveform Generation->niFgen_Reference_Clock_Example.VI
Does this error always occur? If not, what is the equipment setup to supply the External clock?
Have a great morning!
MatthewW Applications Engineer National Instruments