Please tell us your system specs: OS version, Premiere version, amount of RAM, Hardware specs including graphics card and what are pixel dimensions of the mxf files?
Have you tried a proxy workflow? Not the easiest thing to wrap your head around, but works great once you do. If I remember correctly, some sony cameras shoot with 8 channels of audio which can be a serious impediment to generating proxies. I was never able to make it work so I've always transcoded to prores with 2 channels of audio and then generated proxies from there.
I could never create proxies that would stay linked with source files with 8 channels of audio. wonder if that's the source of the problem... Wondering if you can reimport one clip and select it in the bin and control click and choose modify and reduce the audio to 2 mono clips (assuming that's all the important audio) and see if that makes a difference.