What am i not saving?

It sounds like you imported a file named "geometric_travel_label_triangle-matte.jpg" into your Premiere Pro project and the file is not in the same location as it was since doing that.

It may not have been imported directly by you, but may be included with a template (if using those), add-on, or MOGRT.

Try searching for the file in Explorer or the Finder to locate it so that you can reconnect it to the Premiere Pro project.

Please help us help you:
https://community.adobe.com/t5/premiere-pro/faq-what-information-should-i-provide-when-asking-a-question-on-this-forum/td-p/3929027?page=1

Is the jpg RGB?

I've moved your post from the Photoshop forum to the Premiere Pro forum. If it should be Premiere Elements let me know and I will move it there.

Dave

You have posted in the Photoshop forum.

A moderator will move your post to the Premiere forum.