An epub file is actually a zipped folder of individual files that together form a book. (See below.) Some reader devices, Sony Readers included, have trouble displaying an epub if any of the individual HTML files contained in the epub are greater than 260 KB. Unfortunately study Bibles have some really large chapters an many of the publishers are not informed enough about making epubs to know that they need to split files that are larger than 260 KB into smaller files.

What to do? Return book to seller and complain loudly. Alternatively, if you know how to strip the DRM (digital rights management) do so, then use calibre to create a new epub from the original and set it to automatically split files that are larger than 260 KB.

To see how an epub is structured, rename your book from bookname.epub to bookname.zip, then extract the zipped file to a folder. Look in the folder bookname and you will see all the individual files that make up the epub book. Most likely there will be a subfolder named OEBPS in which you can find the HTML files.