I found a couple of Apple support pages on relinking files, including a mention of proxy files and one that discusses possible naming issues in relinking certain files (see below). A couple of troubleshooting steps you might want to take might include:
- The usual hard shutdown/restart
- Does the problem occur with other projects (there could be corruption in the specific project). If possible, you could create a new project, add the problem files to that project, and test to see if there are relinking problems in that new project -- if there are, the issue might be with the files, if not, the issue might be with the original project
- Does the problem always occur with the same files, or different files each time
- Does it ever happen with a different external hard disk or is the issue unique to a particular external HD? If possible, can you relocate the missing files to a different HD, relink them, and see if it sticks
I'm an audio guy and not a regular FCP user, but that's the kind of testing I'd to to troubleshoot this kind of issue with dependent files..
https://support.apple.com/guide/final-cut-pro/relink-clips-to-media-files-ver26f5c8c9/mac
https://support.apple.com/guide/final-cut-pro/solutions-to-media-management-issues-verd1f9666b/10.5.3/mac/10.15.6#verf7b83a22f