I've never had this problem before, I've never seen this message - Chris.

That's a Kontakt issue, not a Sonar issue.
It's because the developer of that library used absolute paths rather than relative paths.
Do a batch resave of that library and when it scans for missing files, select the root directory of that library.

well, it happened for the 1st time ever, after I installed the 2016.04 Early Access right before that
 

Chris Benner
well, it happened for the 1st time ever, after I installed the 2016.04 Early Access right before that
 

If you are opening an nki for the first time in a project, it is possible to run into this due to what gustabo said, or you have moved the samples from one location to another. However, even if you fail to resave the nki file, Sonar remembers where the files are located because the path is part of the active patch in the project.
 
Regards,
Dan

well, this is embarrassing, my son had brought a new power strip into my studio, plugged it into the one I use for my laptop and ext. hard drive (where some of my NI samples are stored), he plugged my ext. hard drive into his new strip, but turns his power strip off when he's not using it... you get the idea, my NI world (at least 20,000 sounds) has now been restored, thank you for your help, and sorry about wasting your time, I have so many cables all over the place, that this issue went undetected for a few days, since I have only been recording live instruments lately :-)

FWIW, I've forgotten to turn my external drive on once or twice after powering everything back up after a period of time, and know very well that "oh crap where is everything?!" feeling.  
 

Chris Benner
well, this is embarrassing, my son had brought a new power strip into my studio, plugged it into the one I use for my laptop and ext. hard drive (where some of my NI samples are stored), he plugged my ext. hard drive into his new strip, but turns his power strip off when he's not using it... you get the idea, my NI world (at least 20,000 sounds) has now been restored, thank you for your help, and sorry about wasting your time, I have so many cables all over the place, that this issue went undetected for a few days, since I have only been recording live instruments lately :-)

This has happened to me. My wife unplugged my power strip instead of the room fan! Luckily I saw her do it so I knew what happened, but having all of my sample libraries go missing from Kontakt gave me quite a scare.