diff --git a/spacy/cli/_util.py b/spacy/cli/_util.py
index 5613fa317..9d3ae0913 100644
--- a/spacy/cli/_util.py
+++ b/spacy/cli/_util.py
@@ -68,11 +68,12 @@ def parse_config_overrides(args: List[str]) -> Dict[str, Any]:
         opt = args.pop(0)
         err = f"Invalid CLI argument '{opt}'"
         if opt.startswith("--"):  # new argument
-            opt = opt.replace("--", "").replace("-", "_")
+            opt = opt.replace("--", "")
             if "." not in opt:
                 msg.fail(f"{err}: can't override top-level section", exits=1)
             if "=" in opt:  # we have --opt=value
                 opt, value = opt.split("=", 1)
+                opt = opt.replace("-", "_")
             else:
                 if not args or args[0].startswith("--"):  # flag with no value
                     value = "true"
diff --git a/spacy/cli/train.py b/spacy/cli/train.py
index 375e64ffd..202a8555c 100644
--- a/spacy/cli/train.py
+++ b/spacy/cli/train.py
@@ -75,7 +75,7 @@ def train(
         msg.info("Using CPU")
     msg.info(f"Loading config and nlp from: {config_path}")
     with show_validation_error(config_path):
-        config = util.load_config(config_path, overrides=config_overrides)
+        config = util.load_config(config_path, overrides=config_overrides, interpolate=True)
     if config.get("training", {}).get("seed") is not None:
         fix_random_seed(config["training"]["seed"])
     # Use original config here before it's resolved to functions
diff --git a/spacy/errors.py b/spacy/errors.py
index 26c0dba29..1ad5197f7 100644
--- a/spacy/errors.py
+++ b/spacy/errors.py
@@ -78,10 +78,11 @@ class Warnings:
             "are currently: {langs}")
 
     # TODO: fix numbering after merging develop into master
+    W090 = ("Could not locate any binary .spacy files in path '{path}'.")
     W091 = ("Could not clean/remove the temp directory at {dir}: {msg}.")
     W092 = ("Ignoring annotations for sentence starts, as dependency heads are set.")
     W093 = ("Could not find any data to train the {name} on. Is your "
-            "input data correctly formatted ?")
+            "input data correctly formatted?")
     W094 = ("Model '{model}' ({model_version}) specifies an under-constrained "
             "spaCy version requirement: {version}. This can lead to compatibility "
             "problems with older versions, or as new spaCy versions are "
@@ -600,7 +601,8 @@ class Errors:
             "\"en_core_web_sm\" will copy the component from that model.\n\n{config}")
     E985 = ("Can't load model from config file: no 'nlp' section found.\n\n{config}")
     E986 = ("Could not create any training batches: check your input. "
-            "Perhaps discard_oversize should be set to False ?")
+            "Are the train and dev paths defined? "
+            "Is 'discard_oversize' set appropriately? ")
     E987 = ("The text of an example training instance is either a Doc or "
             "a string, but found {type} instead.")
     E988 = ("Could not parse any training examples. Ensure the data is "
diff --git a/spacy/gold/corpus.py b/spacy/gold/corpus.py
index 774c3b840..1046da1e6 100644
--- a/spacy/gold/corpus.py
+++ b/spacy/gold/corpus.py
@@ -1,8 +1,10 @@
+import warnings
 from typing import Union, List, Iterable, Iterator, TYPE_CHECKING, Callable
 from pathlib import Path
 
 from .. import util
 from .example import Example
+from ..errors import Warnings
 from ..tokens import DocBin, Doc
 from ..vocab import Vocab
 
@@ -10,6 +12,8 @@ if TYPE_CHECKING:
     # This lets us add type hints for mypy etc. without causing circular imports
     from ..language import Language  # noqa: F401
 
+FILE_TYPE = ".spacy"
+
 
 @util.registry.readers("spacy.Corpus.v1")
 def create_docbin_reader(
@@ -53,8 +57,9 @@ class Corpus:
     @staticmethod
     def walk_corpus(path: Union[str, Path]) -> List[Path]:
         path = util.ensure_path(path)
-        if not path.is_dir():
+        if not path.is_dir() and path.parts[-1].endswith(FILE_TYPE):
             return [path]
+        orig_path = path
         paths = [path]
         locs = []
         seen = set()
@@ -66,8 +71,10 @@ class Corpus:
                 continue
             elif path.is_dir():
                 paths.extend(path.iterdir())
-            elif path.parts[-1].endswith(".spacy"):
+            elif path.parts[-1].endswith(FILE_TYPE):
                 locs.append(path)
+        if len(locs) == 0:
+            warnings.warn(Warnings.W090.format(path=orig_path))
         return locs
 
     def __call__(self, nlp: "Language") -> Iterator[Example]:
@@ -135,7 +142,7 @@ class Corpus:
         i = 0
         for loc in locs:
             loc = util.ensure_path(loc)
-            if loc.parts[-1].endswith(".spacy"):
+            if loc.parts[-1].endswith(FILE_TYPE):
                 doc_bin = DocBin().from_disk(loc)
                 docs = doc_bin.get_docs(vocab)
                 for doc in docs: