I thought the same, but it is not the cause. I ve checked cr2 and its ok - referencing to obj, which includes all body parts.

here is my workflow:

I loaded all props into p6 (p8 keep crashing during it)
I set the hierarchy in editor and make the figure - all body parts are on place.
I make new scene and load justly made figure form "new figure" folder (now figure has embeded geometry, since no obj was produced)
I resave the figure into any folder - this time it produced obj (in the same folder as cr2) and after I reload this figure - some (most of them) bodyparts are gone.

It getting me nervous. What is wrong?