Is it necessary to embed the fonts? Most EPUBs will be viewed on a reader where the fonts can be changed to others.
Apparently one or more of the fonts you chose to embed are not permitted to be embedded by the font manufacturer. (A flag has been set in the font not to allow embedding.) Choose other fonts.
You are using a font which can't be embedded due to licensing restrictions. Either substiute the font with some other font or uncheck "Include Embeddable Fonts" in epub export options dialog while exporting to EPUB. This options is available under Advanced Tab.