Two options here…
Rather than hit “cancel,” hit the adjacent “Locate” button. A new window will open in which you can either locate the file(s) yourself, or you can hit a “Search” button and Premiere will look for the file(s) for you.
Rather than hit “Cancel” study the unchecked items that Premiere could not find. Write down a couple of the file names. Copy them exactly, with any spaces and punctuation. Then, search for them using your computer’s search mode. I have found entire batches of lost files that way. You find one item, often you find all of them if they were all kept together. Then, you can go back and hit the “locate” button and create a new path for the files.