Can you provide a screen grab of the “folders”?
Usually what happens during consolidate is FCPX creates a symbolic link at the new destination (has a little arrow on it like an alias file) and then FCPX copies the files one by one to the new destination. Once the file is copied, the symlink goes away and is replaced with a full copy.
When consolidating, FCPX does not retain the external folder structure, and this may cause problems with red media, especially if you have spanned clips as FCPX probably doesn’t know to grab all those spanned clips as well.
Are you trying to trim the amount of media down to only transfer “used clips” or what gain is there to using the consolidate function instead of just a Finder level file copy?
Also, have you used the “Copy” function instead of the “Consolidate” function?