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Here's the workflow you should be using:
- obtain files
- analyse with MiK
- import to rekordbox
Situation:
- I buy songs on iTunes. Rekordbox can automatically import these files.
- I load new bought songs into Mixed in Key 8 (for automatic tagging & key).
- After this Rekordbox can't locate the files I ran through Mixed in Key 8. The orange exclamation mark appears before these files (see screenshot). 
Any solutions? Would be MUCH appreciated! Thanks in advance
Here's the workflow you should be using:
- obtain files
- analyse with MiK
- import to rekordbox
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Try going into the settings tab in Mixed in Key, then the rename option. Make sure you have "Do not rename files" selected.
If this does not work... try analyzing your files with Mixed in Key first then importing into Rekordbox.
Hope this helps
Thanks for the suggestions but this doesn't work.
About the "Do not rename files": I want them to be renamed (I put the Key & BPM in the title automatically).
When Rekordbox & MiK is closed, I buy songs with iTunes. I analyse them with MiK and afterwards I open Rekordbox. When I select iTunes on the left side and open the playlist it still gives the same problem (although the name is renamed).
If I choose "import file" and search for the file I can't select it. It's a light gray collor, unclickable.
I just want that my iTunes-playlist show the right tracks. A solution I found myself is converting all the songs in iTunes into MP3 and then analyse it, and then it works.. But this costs a lot of time, so I'm looking for another solution.
A few notes:
If you use iTunes to organize your media (tracks), Rekordbox can and most likely will lose it's link to them because by changing the tags iTunes will change the track's filepath. The filepath is what Rekordbox uses as the link between general tags and the proprietary Rekordbox tags (cues, loops beatgrid etc).
So I always recommend to turn it off in the iTunes preferences and manually mangage the storage of your tracks. Don't change track locations once imported (same goes for other DJ apps).
If you really insist on iTunes managing your collection it's safest to do as Pulse said and re-import the track after you've done analyzing it in Rekordbox/iTunes etc.

Rekordbox uses the "iTunes Music Library.xml" to read the iTunes contents. This (xml) file is only updated when iTunes is closed. it's not updated realtime, so make sure before you refresh the iTunes collection in Rekordbox you've quited iTunes.
Not all changes made to a track's tags are automatically updated in the "iTunes Music Library.xml". To be sure the track path is updated (and Rekordbox will read from the new instead of the old filepath) make a simple change to the modified tracks like a space behind or in some unused tag and batch change that for all modified tracks, this will force iTunes to update the filepath in the XML as well.
This wont fix your particular problem (because if the filepath changes it still give you the same troubles) but is worth mentioning to you, have a look at this app which streamlines the integration between MiK and Rekordbox among many other things:
after you run tracks in mixed in key it creates a seperate track. it does not apply changes to the original. so you need to upload the changed mixed in key track to rekordbox
@Rick > No, it only edits the tags and/or renames the file. MiK8 doesn't create a separate file. That's nowhere to be found in the options. Platinum Notes 4 does offer the option of creating a new file.