Tristan, like others here, I can import MPEG (MXF files) AVI, MP4. Mix then the Timeline and do everything you’d expect to do with them. As long as those same files abide by the industry standards. If I stray outside these standards then all bets are off!
Get GSpot or MediaInfo and establish just what you have. Could be that the CODECS for those files aren’t present on your PC. Now comes the really sticky icky point: DON’T install a CODEC pack, to attempt to read files that in themselves wouldn’t be seen by Vegas anyway. You could get into all types of issues.
Grazie