Using the Pro Pack this is what I did:-
Loaded the same wizard file that you have from the library into the scene ..... Loaded OK
Saved the character by ensuring that I had the Wizard (not the Robe) selected and selecting the Multiple Groups option. Saved with new name.
Re-loaded this new character .... loaded OK
Opened the new CR2 in Wordpad... all OBJ pointers correctly indicating the folders under the Geometries Directory. Prop geometry within the CR2 as expected.
The only way I can recreate what you see is by re-saving the figure and omitting to select the multiple group option.
If you would like to email me the PZ3 file I will be more than happy to look at it.