Managing the external files and attachments can be tricky, but here are a couple of tips that might help:
1. To identify all the External Files you have linked to thoughts, use REPORTS and filter the Attachments to External Files. This will give you the full list of thoughts having external links.
2. To quickly (2 clicks) move the file(s) into the brain, right click on the thought in the reports results list and you should see an option to "Move File Into Brain".
3. To doublecheck that you've gotten everything, repeat Tip 1.
I have found that as long as my hard drive space is OK, I will keep bringing all my attachments into the brain. It has saved me a lot of searching since I use it as a One Stop Shop for just about everything.