How to get this array code to output into my message box correctly?

I have a spreadsheet that users can interact with to specify the file path to 4 different files needed to be opened to run some macros. The code includes a check to see if the file path they have entered is valid or not (works excellently). However, what I want to do is have a message box appear if anything doesn't work and then also tell the user which one didn't work.

My code does do that perfectly (albeit in I think a quite convoluted way) however as the array is set to have 4 values it means if the final file isn't present, it starts the text 4 lines down in the message box instead of at the top.

What I want to do, I believe, is ReDim the array to only the amount of files missing so that the MsgBox isn't 3 empty lines below the first sentence. I've kinda figured that bit out but I just could not get it working properly and now I am stumped.

Sub Open_month_0()

On Error GoTo ErrHand

ThisWorkbook.ActiveSheet.Calculate

    Dim i As String
    Dim j As String
    Dim k As String
    Dim l As String
    Dim m As String
    Dim n As String
    Dim o As String
    Dim p As String
    Dim arr(4) As Variant
    Dim File_Missing As Integer

    'Used as a counter to prompt either an error or successful result
    File_Missing = 0

        i = Range("LUX_Full_file_path")
        j = Range("LUX_Full_file_name")

        k = Range("JUP_Full_file_path_M")
        l = Range("JUP_Full_file_name_M")

        m = Range("JUP_Full_file_path_Q")
        n = Range("JUP_Full_file_name_Q")

        o = Range("JUP_Full_file_path_A")
        p = Range("JUP_Full_file_name_A")

        'The if not's check to see if the file path is valid. If it isn't, gets added to array and File_missing begins
        If Not Dir(i, vbDirectory) = vbNullString Then
            Workbooks.Open (i)
            Windows(j).Visible = False
        Else
            arr(1) = "Lux file"
            File_Missing = File_Missing + 1
        End If

        If Not Dir(k, vbDirectory) = vbNullString Then
            Workbooks.Open (k)
            Windows(l).Visible = False
        Else
            arr(2) = "Monthly file"
            File_Missing = File_Missing + 1
        End If

        If Not Dir(m, vbDirectory) = vbNullString Then
            Workbooks.Open (m)
            Windows(n).Visible = False
        Else
            arr(3) = "Quarterly file"
            File_Missing = File_Missing + 1
        End If

        If Not Dir(o, vbDirectory) = vbNullString Then
            Workbooks.Open (o)
            Windows(p).Visible = False
        Else
            arr(4) = "Annual file"
            File_Missing = File_Missing + 1
        End If

        'Basic error handling procedure that retains function.
        If File_Missing > 0 Then
            MsgBox ("The following files could not be found. Please check the file paths and try again" & vbCrLf & Join(arr, vbCrLf))
        Else
            MsgBox "Files opened successfully."
        End If

Exit Sub

ErrHand: MsgBox "There has been a critical error with opening the chosen workbooks. If the problem persists, please contact your administrator for assistance."

End Sub

Edit with pictures:

A screenshot of the message box current output

How I'd like the message box to look