Hi Marc:
You could try Doug's suggestion of installing the Service Pack dated 2014-02-21 and then trying "Rebuild" again. The Update Note indicates the problem as described by Doug and then says that the "Create Next Fiscal Year" function has been revised to remedy the problem. It's worth seeing if the Data Integrity Check has been likewise revised.
There are a few situations where a file can be deleted and Adagio will happily recreate it with no loss of history but those are the exceptions rather than the rule.