When importing AAF file, a second import box opens asking for a "MVI_4764.MP4" file which is nowhere in the source folder.

Where could and what should this file be?

Using Vegas Pro 17.0 (Build 421)

Operating System
  Platform: Windows 10.0 (64-bit)
  Version: 10.00.19042
  Language: English
  System locale: English
  User locale: English

Processor
  Class: Intel(R) Core(TM) i7-9750H CPU @ 2.60GHz
  Identifier: GenuineIntel
  Number of processors: 12
  MMX available: Yes
  SSE available: Yes
  SSE2 available: Yes
  SSE3 available: Yes
  SSSE3 available: Yes
  SSE4.1 available: Yes
  SSE4.2 available: Yes

Please advise.