Using the “Sony Content Management Utility” included on the CD with the camera solves this problem and combines the files into one clip that coincides with when the user hit record. I have used the Sony NX5U’s for years and filmed very long events with zero problems.
Using the utility is not necessary with Final Cut Pro as it can tell what files are linked together.
It is always best to save two copies of the footage. One copy in a “Raw” folder with a drag-and-drop copy. the other copy should be the “Edit-Ready” files. The reason you save the raw files is, if you ever have a problem with the footage, you can drag the raw files back to the camera and use the “repair” function.