FCPX - "Reveal in finder" is greyed out for file in browser, need to copy to library instead

I imported a clip from an SD card, but I think I forgot to select "Copy to Library" because somehow the file seems to have stayed in place and is merely linked. I didn't realize this until AFTER I edited my project. It's all done, and there are several clips in my timeline that reference this one file which is NOT in my library but on my SD card.

When I highlight the file in the browser, "Reveal in finder" is greyed out. I know where the file is, but this is odd.

I can't figure out how to copy the file from the SD card into the library and then relink the clips in my timeline to the file in the library. I tried "Consolidate Library Media" but it says that everything is where it needs to be. I tried copying the file directly into the library via Finder but that didn't help. If I eject the SD card, the clips that reference the file show "Missing Camera" on a red background with a yellow triangle and an exclamation mark. At this point, if I select the clip in the browser and choose "Relink Files" the Relink Files dialog box comes up, but there is NOTHING listed in it, and I can't do anything because the only button that isn't greyed out is "Cancel."

What on earth is going on here, and how do I copy this file off of my SD card into the library and relink it??

FCPX v10.4.6