If you did not do so in your previous attempts at file conversion, Select and convert all the files for conversion as a single group. This should minimize or even eliminate the "file not found" issues.
References to other files can be managed through Manage | external datasources. If you review that section of your database system, you should be able to find and correct the file references that are incorrect.
Brace yourself. version 6 and older systems did a very poor job of managing external data source references. Your converted files could contain a great many references to the same file--each a little different.