I think you need "de'e", "di'e", "di'u", or "do'i", because the statement itself is not a problem.

{lo dei nabmi} (= lo nabmi pe dei) doesn't mean that the statement itself is a problem; it means a problem that's associated with the current utterance. Neither would that mean a problem OF (po) the utterance, as {pe} is more general.

{di'u} etc. are no different from {dei} in terms of grammar. Every one of them is a KOhA sumti meaning an utterance of some kind.

I meant that "dei" refers to this sentence itself. I suppose that it can work because the problem is loosely "associated" with this statement, but I think it would be more direct to use one of the other cmavo that could actually refer the statement with the problem itself. For example "lo di'u nambi" = "the problem relating to the the last statement (which actually has a problem)" as opposed to "lo dei nabmi" = "the problem related to this statement (which has no problem, but is referring to a statement that does)".

Yes, {dei} refers to "this sentence (or any form of currently active utterance)".

{lo di'u nabmi} / {lo nabmi pe di'u} itself doesn't really mean that {di'u} has a problem any more than some unspecified association, including such that the problem was _mentioned_ in the last utterance (therefore ok to associate "the problem" with "the last utterance"). The difference between {di'u} and {dei} is simply that of contextual distance.

I might have used {lo di'u nabmi} if I were to translate "that problem" where "that" refered to the lastly uttered sentence which itself had been used to mention the problem.