Don't know about the .cr2 but I've had .pz3 files get corrupted more than once. Open it in a text editor and look for damage where the file ends abruptly or has garbage characters. I know the Mac didn't use the .rsr files for thumbnails but I assumed they used the compressed geometry .rsr files. You should get an error message if that were the problem though. IIRC, a currupt .pz3 could simply fail to load with no error.

"Democracy is a pathetic belief in the collective wisdom of individual ignorance." - H. L. Mencken