Does the file name in Lightroom match exactly the file name seen by Windows?
Have you moved or renamed or deleted the photos (or the folder that contains them) outside of Lightroom?
If the photos are on an external disk drive, has the disk drive letter changed at any point? Have you unplugged the external drive and then plugged it back in later?
The file name in Lightroom matches exactly that in the original My Pictures folder.
Nothing has been touched outside Lightroom.
The photos are on the Laptop not on an external drive.
My problem seems to have resolved itself.
I tried Lightroom today in my usual way as I described in my post and it worked fine.
I did nothing different to usual and the files renamed fine with no "This file cannot be found" notices.
I will just have to assume its just one of those odd things that computers do sometimes.