Ah okay! In that case you no longer need to point to the file in nlu.yml.
Instead, you can just include the yaml file in the same directory as your nlu.yml (default is data) and rasa should pick it up. It will also look inside subdirectories of data recursively. So for example:
data/lookups/story_keyword.yml
data/nlu.yml
I think this recursive sub-directory searching may be a bit confusing. It was meant to make things easier, but internally we’ve had some discussion about how to make it clearer. If you have an idea or preference for how we can improve this, (for example: better docs, or changing the way we look for files), please let me know, or feel free to make an issue on github!