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The game doesn't know where to find the Yuna.png file.  It wants you to supply a subfolder path (such as mods/hairstyles/final_fantasy) using the blank textbox near the bottom of the window.

You should know that the vanilla character-saving feature is not especially powerful.  It won't reliably "remember" the custom outfit which you've used to dress up the girl, and it cannot handle any advanced characteristics (such as custom dialogue lines or sexual positions for each girl).  I encourage you should read the Newbie Guide and try to set up a Character Folder instead.  It takes a bit more effort, but it's much more reliable in the long run.

You can put the Yuna hairstyle into a Character Folder (along with a generated charcode) and then you won't need to inform the game about any subfolder filepaths.

Alternatively, you could add the Yuna.PNG file to your moreClothing registration so that it can be applied to any girl via the in-game selector buttons.