In LW's Library window, click on Shared & you will probably find those "missing" files. On windows, the files are initially downlded to an area just outside of the Shared folder & later moved in. I'm not exactly sure how it works.

You have 2 LW playlists within iTunes. Is that deliberate? You could delete one of them. Select the playlist (perhaps the 2nd one) & press delete key or control - X on keyboard.