Reproduction steps:
1) Open attached project
2) Open scene "Scene"
3) Enter play mode
--- You will see 2 warning in the console:
Animator.GotoState: State could not be found
UnityEngine.Animator:CrossFade(Int32, Single)
StateTest:Start() (at Assets/StateTest.cs:11)

Invalid Layer Index '-1'
UnityEngine.Animator:CrossFade(Int32, Single)
StateTest:Start() (at Assets/StateTest.

--- This line of code causes the warnings:
m_Animator.CrossFade(Animator.StringToHash("Substate.NestedSubstate.State"), 1f);