Andres, I only use P2 so here is what i need to know, first is that clip complete as in all on the media on the same drive or card, did u record across say 2 or 3 P2 cards if so it needs the other cards info to compete the clip. the way I import P2 files is to have all of the media I recorded on some sort of drive and then I import it from that drive. That clip you have posted looks like it is missing a media file somewhere. I dont know about the MXF files i never mess with that and I never have any trouble importing doing it my way, and I do a lot of importing.
Unless you have a bad media file which happens and usually i just trash those files and recopy to the drive and then it works