It seems that there is a problem on Windows, where deeply nested folders or too long folder names prevent our plugin from copying the required footage next to your project. For example:
D:\Projects\Folder\Folder....\Folder\Folder\Folder\Folder\
The issue is related to operating system limits on the total length of a file path. Windows might be setup in a way to allow only certain length and then a program might fail in retrieving the file.
Possible solution
Try to copy your project a few folders above the current folder it is in. Or you may shorten some folder names if they are too long.