No the file is not missing. It does not exist. All the lists include the signature within themselves. So for the server-list.db the signature is within that file. There are no .sig files for the lists.
Getting the message
The problem that most often causes this message is that your DNS is not working properly.
After installing IPFire did you set up the DNS Web User Interface (WUI) page.
Did you leave your ISP DNS servers enabled on that page or did you disable them.
Some ISP’s provide DNS servers that do not support DNSSEC and those will not work with IPFire. IPFire requires DNS servers that support DNSSEC.
Maybe you could provide a screenshot of your DNS Server WUI page.
So the main status shows Working in green, so that is a good start.
However can you press the button labelled Check DNS Servers. If they are working then you should get a green OK status for each of the lines. If the status is red then hold your mouse over the status and wait for a few seconds and you should get a pop up message with what the problem that IPFire is having with that server.
If they are both green OK then it means that your ISP’s servers are DNSSEC compliant.
That means, your ISP’s DNS servers don’t comply to DNSSEC. Add one of the recommended servers from the wiki.
For confidence use Lightning Wire Labs ( the company, which supports IPFire ).
But DNS should not the reason here, because you have got data but you system fail to verify it.
Looks like the file got corrupted somewhere or gpg is not correct initialised or the keyring is corrupt. (Check for zero byte files in the .gpg folders in / and /root/)