Right, I did the experiment myself.
Renaming an image means that the camera will no longer recognise it - reason unknown.
If that image is renamed exactly as it was before then the camera will recognise it.
I did this without copying images off the CF card - I renamed them in situ.
Therefore I go back to my original post and deduce that at least part of the problem is the folder structure.
I know that this was not a factor in my experiment because I did the renaming in situ.