you do not have full naming on your files enabled? -Right?
A file is known in the file database as a user freely-chosen name plus a type, also called extension
So when LMMS saves a file you named 'myFile', LMMS will actually save it as myFile.mmpz.
Then, when you manually rename the file to ..say 'myFileButNewName', there will no longer be any extension. The .mmpz is gone, and LMMS will no longer know that the file 'belongs' to LMMS.
The file is no longer added to the list of LMMS-files
Solution:
Use your file-explorer to locate the file in the folder where you saved it. Renamer it again, but this time ADD .mmpz
Remember the 'dot'!
In case you actually save all your projects uncompressed, you should rename it adding .mmp to the new name.
Let me know if you found your project.