Comentário oficial
If you remove the external drive, the music file source is absent, so it will show as missing. If all your music is stored externally, you need that drive connected in order to play it. With both Serato DJ and rekordbox, importing tracks doesn't copy them somewhere, it just links the physical file to your collection database.
I would suggest you move the database to the external drive so wherever you go, that database can load up with the music.