It seems to me you have imported the photo twice, and you cannot connect both imports of the same photo to the same original.
Please do a search for the photo by file name in Lightroom. Please follow ALL four of these steps (not one or two or three of the steps, but ALL FOUR)
1. In the Lightroom Library Module, on the left, under Catalog, click on All Photographs
2. Turn off all filters (Ctrl-L once or twice)
3. Turn off all stacking (Photo->Stacking->Expand All Stacks)
4. Search for at least one of these photos by file name using the Lightroom Filter Bar
Followed your steps. The Filter Bar search resulted in showing just the selected NEF original and the retouched version. The retouched version still has the exclamation point and yields the same duplication message.
I think the best thing to do is for me to delete all of Lightroom's folders and Collections and import everything afresh -- since the originals are on my external hard drive, and what I see in Lightroom are only thumbnail copies for purposes of organization for Lightroom only.
The problem is: you have two different imports of the same photo. One has edits, and is missing; one does not have edits and is not missing.
What you need to do is remove the one that does not have edits from Lightroom (but not from the hard disk); and then click the exclamation point icon on the other one that has edits, now you will be able to connect it to the original photo.
Starting over means you will lose your edits and your collections and really isn't a good way to go.
Tried it with a few photos, and it works. Thanks!