It corresponds to the "This picture has been moved or the name has been changed since it was imported" message of the Usage dialog available from the Tools menu of QuarkXPress.
This scanning message is only a warning, but, if not fixed, it will be matched by a corresponding run-time message during diary generation.
Removing this message
This message is issued at the time of scanning or inspecting and therefore is not updated until the next scan/inspection, one way or the other, even if the image file is later deleted or placed in the expected location. The only way to update/eliminate this message is to rescan/reinspect the current GridTemplate/Quark File.