That .THM file is important. It contains a lot of metadata that the files need. Without that, FCP is missing the full structure. This happens from time to time on shoots...people manually copy the cards and some data files are missed. This is why it is highly recommended that you use software to accomplish this task, like ShotPut Pro. For our C300 shoots, we are using a device called the NEXTO DI...pop the cards into the device and it copies them to its internal drive, and a second drive...checking the files to make sure everything is copied over.
What to do when the are missing? Hmmm...Well, I use MXF component reading software...software that allows me to open MXF files in QT, called CALIBRATED MXF. With this you can open the files and export out of QT as ProRes, or even use them in Compressor and MPEG STREAMCLIP.
You can also use the "New Image" facility in "Disk Utility" to create a full copy of the CF card. You can give this .img a new name for archiving purposes, but when opened it will have the original card name. You can use this method with all card stored media.
The Canon C300 comes with XF Utility software on a disc. With this you can use its "Backup" function to backup a full copy of the card to a location you set in the Preferences. XF Utility is very quick at creating a full back up (much faster than the disc utility method) and can be downloaded from the Canon website; follow links from this explanation of all it's functions. http://learn.usa.canon.com/resources/blogs/2012/20120223_xf_utilities_and_p...
Of course after making the first copy you should then copy another version to another drive.
Not making a FULL copy of the card is it bit like way back when you took your photo film to a mini lab for processing and then throwing the negs away when you get them back.