Can't add tag to audiobook file

When I try to add a tag to this audiobook, I get the following:

"G:\Audio Books\Sir Winston Churchill - The Second World War\01 - 01 - Milestones to disaster (1).mp3" ->
"G:\Audio Books\Sir Winston Churchill - The Second World War\ - - 00 - .mp3"

I have tried many different formats for the file name but nothing works. I have used the same process for many different audiobooks without problems. I am at a loss to understand what's wrong this time. Any help will be greatly appreciated.

You would have to show us at least one format that you used.
Also, it would help if you could tell us the contents of the fields that you want to appear in the filename.

Ok, this is the format which I thought was most correct:

Sir Winston Churchill - The Second World War - 01 - Milestones to disaster (1)

Any ideas? Thanks

Just to get this clear: renaming a file is no tagging.
Tags are embedded meta data that is added to the file.
So: which function do you use?
If you are not sure, then show us a screendump.

Ok, here's a screen shot:

I see that you have not filled any of the (visible) tag fields.
Which means that you have nothing to add as tag.
I would import data into the tags first.

Select the files.
Call Converter>Filename-Tag
Mask: %artist% - %album% - %discnumber% - %track% - %title%
The preview in the dialogue should show you which fields will get filled.

I tried filling in the boxes on the left with the information but it doesn't take. as soon as I clack on another file, the entries I made disappear. I'm not sure what I'm doing wrong and I am very grateful for your help.

To finish editing in the tag panel, you have to press Ctrl-S or click on the disk icon in the tool bar - otherwise MP3tag does not know when you have finished editing.
The data from the tag panel is written to all selected files, so the tag panel can be used best if you enter the data that is the same for all selected files.
In many cases this is ALBUMARTIST, ARTIST, ALBUM, YEAR.
If you are not sure how to use MP3tag, I would still suggest that you have a look at the help