I had the same exact issue and was able to resolve it by doing the below steps. Remember to backup all of your keys before doing this just to be safe than sorry:
Drill down to D:\Program Files\McAfee\ePolicy Orchestrator\DB\Keystore (or wherever your default installation directory for ePO is) and remove these two files by cutting them and moving them to another location (i.e. on the desktop). Move the 015e6f........zip file and also the slLegacy.zip file to a location completely different than their default installation location.
After that has been done, go back into ePO into the Security Keys section. In that window, highlight the default legacy key and hit Delete. Because you moved the two key files that the legacy key was default pointing to, you should not receive that error about the sl05e.....zip is not found. Instead, you should see the legacy key file be removed from the Agent server-secure communication keys window. Hit Save, then reboot your ePO. After that the legacy key should now be gone.
Please let me know if this helps. Did the trick for me and I had the same exact issue as you did. Best of luck.