Moved 'tempdb', now file 'tempdev2' does not exist
You are not providing a unique physical filename for each file.  You should alter tempdb like this:
use master
go
alter database tempdb
modify file (name = tempdev, filename = 'S:\tempdev.mdf')
go
alter database tempdb
modify file (name = templog, filename = 'S:\templog.ldf')
go
alter database tempdb
modify file (name = tempdev2, filename = 'S:\tempdev2.mdf')
go

Microsoft Docs for ALTER DATABASE file and filegroup options state the following:

To move a data file or log file to a new location, specify the current logical file name in the NAME clause and specify the new path and operating system file name in the FILENAME clause. For example:
MODIFY FILE ( NAME = logical_file_name, FILENAME = ' new_path/os_file_name ' )