I have a similar problem. When I put a p2 in the duel adapter in my Macbook pro and hit log & tranfer in fcp, the preview works fine.
I edit from my LaCie 1000 gig ext HD and I’ve been double-clicking P2/no name on my desktop and dragging the two files inside into a folder on the ext HD. Log and transfer preview works perfect.
Recently I didn’t have an ext HD available and I drug the no name/p2 files directly to a folder on the macbook pro desktop and tried to log and transfer in fcp and I gotthe same error message you are getting. The only way to view the clips is to ingest them in into fcp. This might be fine for a really short project but it’s a real pain on a larger one. This happens every time I’ve tried it.