Some file references are Grayed
Removing a file from the recent file list does not delete the file. The recent file list can have grayed-out references to files that were deleted or moved. If you open a grayed-out file reference, you'll get this dialog
offers to clean up the list of recent files
You should check the trash to see if the file landed there, and you should use the file finder to scan your disk to see if the file was moved somewhere (or a network folder perhaps?)
The one in Recent may be another reference, not the actual file
Craige