The usual reason this happens is that you have already imported these TIF and PSD files into Lightroom.
Search you Library module for them.
You are correct, to a point. The names are found but the images are missing. I was trying to reconstruct my files after a double hard drive failure. All the images were backed up, but somehow I guess not in the same structure.
LR seemed to allow multiple version of the same image before. Having created (say) a TIF by a return trip to PS it reappeared in the LR folder next to the original image. Exporting the new image to a different folder, also in LR but on a different drive, so as to insure against loss, ended up with two version of the same image on different folders on different drives but all in LR. That's what I'm trying to restore and having difficulty. Everything is fine in Bridge, luckily, which it looks like I will now have to switch back to.