File Cannot Be Found

Are you saying that you cannot access the original image after you export a copy? As Johan indicated, exported copies are for specific purposes such as e-mail or printing, etc. After they have been used for the purpose they can be discarded. They are no longer really needed for anything in my opinion. If you still can see your master image then that is really all you need.

Reconsider your workflow. The strength of Lightroom is that you do not need to edit the exported image and do not need to add it to the catalog again. Each time you need an exported image, you can export it right there and then, in the file size and file type you need for that particular export. When you've used the exported image (sent it to the printer, placed it on the internet, whatever) you trash the local copy, because you can export again if and when needed. That means you will only have one copy in your catalog, not many copies in many sizes and file types.

And, as you have not yet accomplished any edits to the exported file, in the Folders Panel, you could select the folder you exported to, and accomplish a sync (folder) to add the file to the catalog.

In your Export dialog/screen, top section, option to "Add to this catalog" checked or not?