so, the _001 in the RED file links to only a part of that RED file, which break up into parts after they hit the 3,7GB mark.
They do this because RED cards are formatted in the FAT32 format which will only allow files to be as big as 2^32 bytes which is around 4GB.
However, either Resolve or Premiere will ‘stitch’ those files together by linking to the ‘header’ file of A005_C005_051521 and one of the programs seems to be doing that differently than the other.
The mismatch here is that the XML points to the exact _001 file, while the other program things it should import the header file, doesn’t understand what the _001 part is, and doesn’t import any footage.
I’m not sure what it says in your XML – does that refer to the _001 file or to the header file A05C05?
What you could do is import the footage separately, then import the XML and link the offline timeline to the footage that you imported earler. This way, you can first check if the chunks are handled correctly by the application importing the footage.
Alternatively (and this is what I would always advise when working with RED RAW files) you can transcode the .R3D files in RedCineX to ‘proxy’ files (ProRes HQ, or DNxHR) and work with the resulting mov files in Premiere. Since RedCineX globs those _001 – _00x chunks together into single files, the resulting .mov will not have the _00x suffix and will be read the same across both of your editing / color grading programmes.
For color grading, you can relink to the R3D files easily by only having the R3D in your media pool as you import the XML that Premiere generated.
(really, Premiere is too kind in allowing editors to use raw footage, and shouldn’t allow it, in my opinion)