You're going to regret saying that, have spotted another weird thing...
I have a DAT set, it is complete (224 files in folder, as should be).
When I run a scan in CMP, it insists I am missing the ROM (but not SET interestingly): "Montezuma's Revenge (1984)(Parker Brothers)(II+)[cr Black Bag - High Society][48K] & One On One (1983)(Electronic Arts)[cr L.S.D.][48K] & Hard Hat Mack (1983)(Electronic Arts)[cr Mr. Krac-Man][48K].rar".
The file is definitely there, I can see (and retrieve Properties for example) in both Windows Explorer and XYplorer. I can open it in WinRAR without issue, and it passes Test Archive.
The path is: "G:\Emulation Images\TOSEC\Apple\II\Compilations\Games\[DO]\Montezuma's Revenge (1984)(Parker Brothers)(II+)[cr Black Bag - High Society][48K] & One On One (1983)(Electronic Arts)[cr L.S.D.][48K] & Hard Hat Mack (1983)(Electronic Arts)[cr Mr. Krac-Man][48K].rar" which is obviously on the long side again.