Hi,
The altitude data that Meteo France provides for Arome is on height levels. XyGrib deals with altitude data on pressure levels. This can be found with all the global models - GFS, ICON, ECMWF (a limited set) and Arpege.
The HP1 data set for Arome is just not compatible with XyGrib and therefore the error message when trying to load such files.
Setting the skewt-T selection in the altitude tab for one of the global models will get you all that is needed for skewt-T charts (radiosonde) provided the server is not too busy. (Altitude data takes some time).
David