Is it producing 5 files with only 2 renamed? Or is it only producing 2 files out of 5 and those 2 are renamed? One way to check is to search the project panel for 003 and see if it returns a result.
I use Prelude on all but the smallest of small jobs and have never had this happen.
Also, are these spanned clips? As in do 2 clips represent one roll of the camera and 3 clips represent another single roll of the camera. This would only produce 2 clips.