Lightroom can't find file - very strange behavior

Question

I really do like working with Lightroom (2.4), even though it has several annoying characteristics (including its speed relative to Lightroom 1). But I haven't encountered anything that is as strange as this:
I sometimes will open a collection intending to select an image in order to print it, or edit it, and the intended image bears a banner announcing that "The file named "[name of image/file]" is offline or missing." I right click on the image and select "Show in Finder" and I get an alert box that says, "The photo '[name of file]' could not be used because the original file could not be found. Would you like to locate it?" Below that it says, "Previous location: ..."
("Previous location:" is followed by the original path to the file.)
Up to this point, what I have described is no different than a missing file problem described here by other users. I hope the rest of this isn't too confusing; please bear with me.
If I click the "Locate" button in that alert box, I am taken to a folder somewhere in the middle of the hierarchy described in "Previous location." If I do a search for the named file (via my iMac's file search function), I find that the actual file is in the folder shown at the end of the folder hierarchy, exactly where Lightroom says it last found it. But Lightroom won't take me all the way there.
On closer inspection, I see that the folder (as shown in "Previous location" not the actual folder) that FOLLOWS the folder to which "Locate" takes me (this is an actual example from today) is called "desktop 12:09" -- but no such name could have been used, colons not being permitted in file names. I follow the path shown in the alert box as I navigate through the actual folders. When I get to the folder one level up from "desktop 12:09" (that is, the folder to which "Locate" will take me - and yes, I could have started there, but chose to follow the entire path for purely academic reasons), I see that there is a folder called "desktop 12/9". Inside that folder is the next folder shown in the hierarchy previously referred to.
Further down in the hierarchy there are two more folders with colons rather than slashes in their names, but of course the actual folders are named with slashes. Lightroom appears to have substituted the colons for the slashes, for some reason (or lack of reason) and now can't find the file.
I did navigate down (through Lightroom) to find the original, but had to copy the path into a text editor so I could follow it. Alas, this particular file was located many layers down. Other images that have been lost track of by Lightroom (also colons in the folder names) luckily were closer to the surface.
I do regular computer maintenance, Lightroom backups, catalog integrity checks, etc. Does this make any sense at all to anyone? I can't figure where Lightroom would have gotten those colons.
I'd love to figure this out, not just for my own curiosity, but because the process of locating the files via Lightroom is quite time consuming.
Thanks.
Leonard
p.s.: I am using an iMac (1.9 GHz G5 processor), OS X (10.4.11), 2.5 G RAM
[Screen name, lkajsdt, created by randomly pressing keys. The registration system would not accept any sensible pseudonym I tried.]

Answer 1

Thanks, John,
I had a suspicion that the slashes might somehow be implicated, but all of the other folders in the hierarchy (as shown in Lightroom's alert box) that have dates in their names have slashes which were not somehow converted to colons (I do not use colons, nor will the Mac allow me to use them; this was all LR's doing). When actually navigating down to the file via Lightroom, not the Finder, the offending folder(s) appear with slashes, not colons -- exactly as they appear in the Finder. Where Lightroom gets the colons, I don't know, especially since they do not appear when I am navigating through the path VIA Lightroom.
I'll work with it again later. I just caught your message on my way out the door. Thanks again for your thoughts.
L.