Do you really get "no such file" or do you get "not in index"
I only remember a known problem when the filename (or directory) contain some 
foreign characters (like "µ") :

LGTpa33696

When performing a directed recover from a server where the source client and 
destination client were the same, a "not in index" error would be displayed 
when recovering files and/or directories with foreign characters (e.g. Swedish, 
German, etc.).  The problem was that filenames were being converted into ANSI 
format when they should have been left in UTF8 format.

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