The last error message was defintely a mistake. I wanted to leave it out as it's simply fixable. I m working on two cases simultaniously so sometimes i forget to close files in one of the two cases.
The remaining error messages are still hard to get rid of though.

As i said initially, the problem about the File>Info>Edit Links to Files method is that i have to do it manually for every single link. And Word won't allow me to just mark everything and change it. It only alllows a limited number at a time.
That's why i was looking to see if there was a smarter way of handling it.