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The following find-exec(mv) command finds a directory named say prog-3.6.9-stable-gnu and changes its name sucessfully. Yet, the command also returns:

find: './prog': No such file or directory

This is the command:

find ./ -type d -name 'prog-*' -exec mv {} prog \;

I get a similar result when find-exec(rm) that dir:

Given the find command comes before the working exec unzip (or exec rm -rf for that matter) I want to ask why would I have this stderr? I mean, if the file was found and was changed, why would the stderr be "No such file or directory" ?

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The error appears because you are moving a folder "prog-*".
The actual behaviour of find is:

find analyzes first the directory itself, and then its contents.

So, find, in your example:
1. finds the directory prog-3.6.9-stable-gnu
2. renames it in prog (so now has a new name)
3. tries to access prog-3.6.9-stable-gnu
4. it gives back an error because now, it is not able to find the folder prog-3.6.9-stable-gnu

find's order of analysing first the directory, and then its contents, is known as "breadth-first traversal". The opposite is "depth-first traversal". There is an option -depth which invokes this. It is interesting to read mentions of -depth in the man page for find(1).

  • "-depth: Process each directory's contents before the directory itself."
  • "The -delete action also implies -depth."
  • "Don't forget that the find command line is evaluated as an expression, so putting -delete first will make find try to delete everything below the starting points you specified."
  • "When testing a find command line that you later intend to use with -delete, you should explicitly specify -depth in order to avoid later surprises."
  • "Because -delete implies -depth, you cannot usefully use -prune and -delete together."
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