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I have what seems to be three bugs in one. This suddenly appeared back in December.
When I play something, a little box with an X appears beside it. When I hover the cursor over it, it says, "File not found." Yet I can still often play the track anyway.
When I do play a track, it will either not advance to the next one, or will crash Banshee altogether.
Banshee's Help does not address this at all. Nor does it appear in a search of the forum archives...unless I haven't dug deeply enough.