In a test I performed with a client of mine, we had two databases that were related one with the other. The related database had a file name with a dot (like "my.db name.fmp12") and it worked fine the first time we linked it. After closing and opening again filemaker the file is marked as "not found" and we had to rebuild the link.
A workaround is to not use dots in names. We know it's a bad practice, but it's stil a bug indeed.