Try to recreate this
(if you have Mach 5)...
1. Load up 7-10 sound slots.
2. Save that as a Multi to a random new folder on your hard disk somewhere.
(big wrench icon, menu "Save as Multi...")
3. Save the RPP.
4. Close the RPP.
5. Re-Open the RPP.
Reaper can't locate the samples, you have to load the Multi manually again. I tested this in a couple of other sequencers and it all loads fine on recall.
My multis are stored in a custom folder "D:\Mach 5 Multis". Thanks.