The project manager is very glitchy, and has been for a while.
I just went to test collect some subclips (as per your workflow), and Premiere is collecting proxy files for clips that aren't on the sequence! I'm going to have to do some more investigation on this one.
Are you checking the 'Rename Media files to match clip names' checkbox?
Did you try with and without hard bounds for your subclips ?
Otherwise, a solution for your issue is "PlumePack" : it's a third party plugin which gives an alternative to the Project Manager to solve the problems it has, and it can also trim your files losslessly without re-encoding to save disk space for your project. More infos : https://www.autokroma.com/PlumePack