I had similar stuff happen when we had issues with mapping of network drives. Tableau works better with server names rather than mapped drive letters, i.e. D:\, E:\ etc., and occasionally has hiccups when something goes wrong with that. If your depository is on a network drive, I'd check that.
That's good to know that mapping network drives can cause issues like this.
At the moment, that's not the issue b/c I'm encountering the problem when Tableau tries to locate the files on my local drive.
You should consider saving as TWBX. Then the extract is saved in your workbook and you won't have conflicts trying to find them later.