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SW Error - External model could not be found.

I downloaded a Solidworks assembly and then immediately saved it as a part file with "All components" selected for geometry to save.  I then started to modify the part file with extrude cuts, move bodies, etc.  At some point 4 of the 10 solid bodies disappeared and now give me a error that says "External model could not be found."

This doesn't make any sense to me.  Fist there shouldn't be any external models because its a part file.  Second if I do a File>Find references it only shows the single part and part location.  No other references are shown.  

Does anyone know what's going on? We are using SW2023 BTW.