Reference files

I am ready to move my photos to icloud photo library on my mac. I have the latest Yosemite. I added pictures to photo yesterday and got confirmation that the "file" successfully added but when I went back to photo they were not there. Today I get the message that "reference files will not upload to icloud photo." How do I find those pictures and any other reference files that I may have. I have tried the consolidate tab but it is greyed out.

As always, thanks for the assist