If anything, it's the Bandcamp files which would be problematic. I communicated with one of their engineers this year and I was able to troubleshoot the cause; a flag in the encoding which makes the WAV look like it contains multi-channel audio, when it's only stereo. As a result, it doesn't conform to the standards the CDJ is looking for, and while rekordbox will play it and export it, the CDJ can't. I can tell you what you need to change using a HEX editor if you're comfortable making those edits.
There was also a similar issue with TagLib (an open-source library for adding ID3 tags) which incorrectly reports the FORM size in the tags; this library is used by DSP-Quattro (among other apps), and thus any files exported using that library can have a bug causing it not to be recognized by the player. Again, something that can be changed in HEX, but it's only advisable to go digging in if you know what you're doing, and to save time, it's easier if you know which tracks you need to edit based on which ones won't load.