Once imported into your iTunes Library, folder names should not be changed in any circumstances and any changes to song titles, artist names or album titles must be made in iTunes.
If you use Windows Explorer (or third-party software) to make changes to folder names, or to the files themselves, iTunes will lose track of them and be unable to play them. So considering what you've told us, I am surprised to hear that your changes are reversed by anything, let alone iTunes. Usually, iTunes ignores such changes, which is why it is then unable to find or play the song.
Are you sure the changes take effect, or does Windows Explorer simply not make the changes, perhaps because the files are protected from such changes? Can you see the changed filename?