Troubleshooting compatibility issues: Files not importing: "missing proxy"

I'm using a tutorial from Lyndia.com to learn FCP, so I'm the newest of the newb, coming over from Premier Pro. The version of FCP he's teaching from is 10.4.9 while the (trial) version I'm using is 10.5.1. Since this is a tutorial, I can't imagine that Lynda.com has uploaded files that aren't compatible with the tutorial, so I'm assuming I'm doing something wrong, but I'm following the tutorials to the letter and can't figure out what I'm doing wrong.

Following the tutorial, after adding files to the Library the presenter Relinks by pulling down the file menu and selecting Relink Files. For me, there are two options after pulling down that menu: Original Files and Proxy Files. Neither one will relink the files.

If I choose Original Files, FCP seeeeeems to import/link to them but every video file has the same "missing proxy!" caption over the videos. If I choose Proxy Files I get an additional search option then the warning that the files are not compatible -- but a few files did come into FCP.

Through Finder I opened the files that didn't import -- they play in Quicktime -- and Get Info shows me the codex have Timecode, HEVC, AAC, so I'm not sure how to further trouble shoot this.

Here are links to what I see on my end.

(the right one has imported, but not the left one)

https://imgur.com/a/EYdT9U0

This is the dialog box that comes up after relinking fails through the Proxy relink.

https://imgur.com/a/mfqmG4E

I'm looking for advice on how to trouble shoot this problem. I want to also mention that every time I import media into a project (command + I or Drag and Drop), I have to Relink that media.