That just doesn't sound like correct behavior from the engine. I'd be curious to see your events, too, just to see what's going on. I've never had behavior like that out of my games.
And a .capx is the file extension for C2 files. On File>Save As ... You can choose to save as an all-in-one file (project.capx for example), or as a project with resource folders. If you save it as a capx, then you can share that single file and there won't be any file dependency issues. If you prefer it otherwise, don't worry, you can re-save to either format at any ime. I hope that helps!