Opened project tonight and there are missing clips - what can I do? What caused this?

Well, the file path on the dialog you posted clearly shows PP is looking for files on your desktop. So where are those files now? You may have moved them to a more appropriate place. So, search your drives for that one file that is missing - MVI_0208.mov, the other ones are subclips.

Those files are (or were) on your desktop, not a very good place to put them, but they should be easy to find. Are they there?