I think you get that error because the directory listed has been removed, but the "find" command still wants to look down there for sub-directories. If you just want to hide the error, re-direct it to /dev/null:
find /root/scripts -type d -mtime +92 -exec rm -r {} \; 2>/dev/null
Personally, this type of command can be unnerving, and I'd much rather see the errors (even if I know to ignore most of them).