Yes, I’ve had this, but only after I’ve either:
a) moved the song to a different folder.
b) backed up the completed project to its own folder/final resting place and then deleted the working folder.
Instead of file - open - recent, try the Steinberg Hub option - this gives you the path of the song file as well as its name - it may well make you realise that you’ve been moving files about.
Or I could be mistaken
Hope that helps
Neil