Autocad Exotic Infectios Linetypes Un purgable cannot purge DGN

ltypeshp.shx statesub.shx Avant Guard
Substituting [simplex.shx] for [ltypeshp.shx]
Substituting [simplex.shx] for [statesub.shx].
Substituting [simplex.shx] for [Avant Guard].

Several options below.

save as dxf file > Open Dxf file and purge > save as DWG file.

http://knowledge.autodesk.com/support/autocad/downloads/caas/downloads/content/autocad-C2-AE-dgn-hotfix.html

http://apps.exchange.autodesk.com/ACD/en/Detail/Index?id=appstore.exchange.autodesk.com%3abatch-in-database%3aen&autostart=true

http://knowledge.autodesk.com/sites/default/files/file_downloads/AutoCAD_2013-2014_DGN_Hotfix_Readme.pdf