Apple TV Playing Movies When Files Disconnected (But From Where?)

Hi Chris_V89. All the movie files in question were purchased from either iTunes or Apple TV.

There seem to be a few scenarios that occur when I disconnect my external hard drive that is set as the file source for Apple TV:

1. When playing is attempted from library overview page in Apple TV a different movie will play, apparently skipping to the next file it is able to locate.
2. When playing is attempted from the specific movie page in Apple TV it says "The movie (insert movie name) could not be used because the original file could not be found. Would you like to locate it?" My options are "cancel" or "locate" (the latter is in blue as primary option). If I choose "cancel" the movie to my surprise starts playing and I'm not how as the file should be disconnected. If "locate" is chosen, then prompts me to manually locate a file.
3. Some movies seem to always be able to play when the external hard drive is disconnected.

There seem to be a few scenarios that occur when I eject and re-connect my external drive:

1. Sometimes the default file location (external hard drive) remains in place
2. Other times the file location is blank and needs to be re-set

Other notes on functionality:

• I have manually chosen the file location for all the movies as part of effort to sync, for background.
• The files on the external hard drive are given numbers at the beginning of files names for reasons I do not understand.
• Purchasing new movies from Apple TV has resulted in inconsistent file locations (sometimes on my machine, other times in external hard drive, when it both cases reasonably sure the file location was set as external drive).

Thank you very much.