I had difficulty upgrading RH3 projects directly to RH6,
especially the link with VSS, and as you noticed, missing files. My
way around it was to retrieve the RH3 project, upgrade to RH5, then
upgrade to RH6. If you don't have a copy of RH5, then this won't be
any use to you, unfortunately.
It might be possible to do a search and replace across all
your topics using something like
FAR.
I believe '%20' represents a space.
Which leads me to another point - it can be a bit troublesome
having spaces in folder and file names. Once you have the project
fixed up, it might be worth replacing any spaces with underscores
instead.