I didn't import the bookmarks at all. I see other posts on the web with people having the same message. Somehow, it auto imported bookmarks on the first use.
I tried this:
rm -Rf ~/Library/Caches/Metadata/Safari; \
rm -Rf ~/Library/Caches/com.apple.Safari; \
rm -Rf ~/Library/Caches/com.apple.WebKit.PluginProcess; \
rm -Rf ~/Library/Cookies/Cookies.binarycookies; \
rm -Rf ~/Library/Preferences/Apple\ -\ Safari\ -\ Safari\ Extensions\ Gallery; \
rm -Rf ~/Library/Preferences/com.apple.Safari.LSSharedFileList.plist; \
rm -Rf ~/Library/Preferences/com.apple.Safari.RSS.plist; \
rm -Rf ~/Library/Preferences/com.apple.Safari.plist; \
rm -Rf ~/Library/Preferences/com.apple.WebFoundation.plist; \
rm -Rf ~/Library/Preferences/com.apple.WebKit.PluginHost.plist; \
rm -Rf ~/Library/Preferences/com.apple.WebKit.PluginProcess.plist; \
rm -Rf ~/Library/PubSub/Database; \
rm -Rf ~/Library/Saved\ Application\ State/com.apple.Safari.savedState
didn't solve the problem...
there is also nothing of interest in the keychain.
I will wipe all settings again, and try to start it offline to see if it has the bookmarks.
otherwise, I may have to scan every file for the bookmark names...