Can't relink missing jpegs

I opened my project this morning and see this:

and then this:

After opening the project I see the color bars and double-click one of the missing images in the project window to relink it. After going to the location and see that all of my files are grayed out and unable to be clicked like so:

If I choose to "Enable: All Files" and "Format: Adobe Dynamic Link" the files then become clickable like so:

But after choosing an image I get this message and no relink happens:

What am I doing wrong here?