Hi,
Unfortunately, it looks like you never completed the import into iMovie. If that's your situation, then you need to do a re-import. That would import the clips, but you would lose all of the edits that you made in the project and would need to start over. Bummer, I know.
As a workaround, you can play the project at full screen and make a full-screen recording of it as it plays on your Mac display. That would leave you with a .mov file on your desktop that preserves the edits that you made. You could then drag the screen recording into into an iMovie project to make editing adjustments if you find it necessary.
So, open your project and click on the outpointing arrows in the lower right hand corner of the preview screen. That will expand the preview screen to fill your Mac screen. Then do a Command-shift-5 to reveal controls at the bottom of your screen as shown in this screen shot.
In the control box, click on the full screen icon, and then "Record", and then get your movie playing on the screen. When the movie finishes, click on the little white box in the black circle at the top of the screen to stop the recording.
While you are doing the screen recording I find it helpful to first plug in earphone or ear buds into the mic jack on your Mac. That will keep the sound in your movie from sounding tinny. You won't hear the sound playing while recording the movie unless you have the ear buds in your ear.
Hope this helps. Perhaps others will chime in here with other suggestions.
-- Rich