Missing Proxy media

Help, please. I am having an issue with proxy media. Why is FCP telling me it needs to link to some Proxy media when I never created proxy media in the first place! I am positive I did not. I checked Settings (Preferences) as well as the Import screen.

Short story long: I was cleaning up some storage devices; moving files and folders around. Presumably the folders that contained the media linked to my FCP projects were all in one place.  Well that turned out not to be the case.  When I opened the Library I saw red screens and yellow triangles. I know I probably should have used the “Consolidate” command but I am not that sophisticated a user. Anyway I spend the last several weeks (not full time because this is just a hobby) moving all the photos and clips into one top-level folder with proper sub folders. After that, I basically started dragging individual files into the FCP Events. It was kind of neat to see  the yellow alerts in the Events go away.  Same with the Projects themselves. At least for the photos. The clips seemed to work differently; but no real problem. Eventually there were no missing media alerts in any of the Events. There was no missing media in any of the Projects either.

Back to the original topic. What I kept seeing was a yellow alert next to the Project name in the timeline. I opened the Index in the Timeline. Searched for missing media. No results. Exported the Timeline and watched the results in QuickTime. No problems. Tried Relinking under File menu. Selected Original Media nothing showed up. 

However one time I accidentally selected Proxy media and there were about 20 files! Mostly clips. Where the **** were these proxy files. I knew for sure they were not in any folder I had set up. After “consolidating” I would delete the empty folder. I opened the Library Package Contents and searched. Nothing. In the Viewer I switched from viewing original media to Proxy media and swatches of red showed up in the Timeline. 

So as long as I am viewing/sharing Original media everything is fine.  Buy it bugs me that I have these “stray” files that I can’t seem to get rid of. I have deleted Generated media several times but every time I check the Relink>Proxy it is still looking for the “missing” files.

I would like to understand how/why they were all created. I would also like to get rid of the “missing” Proxy files if I could.