Wow, you are fast Christa! Thank you. Now I don't want to sound ungrateful at all, but what I was looking for was a way to clear all the paths. I always save my main render output in .exr so all the passes goes in to that one = no need for saving out each pass :)
But sometimes 3ds max puts in a path (which to me looks perfectly valid) and I get the "Error creating file output" non the less. I fix it by manually clearing the path on all elements since the help provided by Corona Helpdesk doesn't work for me:
If it is caused by an invalid output path, then you can clear it:
Close "Render Setup" window
Copy this line into MAXScript listener (F11, or the pink box in the lower-left corner of the 3Ds Max UI):
rendOutputFilename = ""