On a fresh nagios installation in Debian I received the following error, when trying to schedule a task:
Error: Could not stat() command file ‘/var/lib/nagios3/rw/nagios.cmd’! The external command file may be missing, Nagios may not be running, and/or Nagios may not be checking external commands. An error occurred while attempting to commit your command for processing.
It seems that others had the same problem and the debian package is not fully working here. It lacks the right permissions on /var/lib/nagios3/, but you can fix it like this:
service nagios3 stop dpkg-statoverride --update --add nagios www-data 2710 /var/lib/nagios3/rw dpkg-statoverride --update --add nagios nagios 751 /var/lib/nagios3 service nagios3 start