Assuming you are using PDM Standard/ Pro not WPDM, you should use PDM's "Update References" tool:
With the file checked out in explorer, go to Tools > Update References > Click the green folder "Find Files", normally clicking the root folder of the vault works for us, then Next > (Check the files are now all referencing the ones in the vault now) > Update. I usually find that afterwards, opening the top level assembly to check and then save makes sure that you get the right result. It's probably faster to actually do it than read how to do the process but it should fix all file references at once if they are already in the vault.
It's weird because it worked on one component. I verified and the others are in the same location (library).
I am not sure why it's not taking the reference - unless there is an internal ID thats different?
I think I got it. There where some other boxes checked that shouldn't have been checked - and BAM!
You da man!