Two files use different names for the same chromosomes
Ensembl-style references name chromosomes 1, 2, X; UCSC-style name them chr1, chr2, chrX. Mixing an alignment, an annotation and a reference from different sources is the single most common source of \"no data\" and dictionary-mismatch errors — the files are individually valid but describe incompatible coordinate spaces.
Check the naming in each file before anything else (samtools idxstats, the VCF header, the first column of the GTF). Then standardise on one convention across every file in the analysis and rebuild whatever indexes depend on it. Renaming is safer than hoping a tool will map them for you.