When they have no green mark and show a red x, then the path to the content is broken. This is a good starting point to explore when it happens.
I would encourage you to check with the support. I believe that is the fastest way to get you up and running with this.
It feels more like a tech than a “how to use” in this case.
I’m on Mac as well, and with Big Sur, I had to allow access to drives and files that I really don’t know anymore where to start explaining it.
The security on BigSur has increased so that, even safer, it becomes kind of a problem. Don’t get me wrong, I appreciate it, but it is as new for me as anyone else. Besides that, it could be a simple Permission thingy. All of that is for the tech support, they are better than I am in that, and I really don’t want to waste your time.
If you like and have the time, I would love to hear the solution of course!
Fingers crossed, this is soon fixed for you.