Mysterious warning triangle in my project

I suddenly have one of those orange warning triangles on my project name in the event browser. Now I know that usually means that there is some missing media, but in this case, there are no files in red (which is what missing media looks like). When I go to Relink Files to see what it thinks it's looking for, it shows 6 jpeg image files which it is looking for. So okay, I have those on my drive, so i will relink them to make that warning triangle go away. I do it, but it makes no difference. Still have the triangle and checking Relink shows that it is still looking for those same files. Just six images. So it won't relink them and to add to the mystery, those files are not in my project. They were at one time, but not now. Searching within FCP shows they are not there.