Each building in its own file is the sensible way of modeling them in a way to get reasonable CD's IMHO. Hotlink is the way to go, too, IMHO. You will probably want to give each hotlinked building a different master visibility layer so that you can turn each building on and off as needed.
The key to having everything appear properly in the master, hotlinked, site file is that the attributes must be identical for all 4 files. This takes a bit of discipline and the use of Options > Elements > Attribute Manager. If you add a new fill or material or complex profile (etc) to one building file, you must add it at the exact same index number (via 'overwrite') in the site file. To play it safe, I always add it to all files - otherwise you might add a new item for another building, and it will have the same attribute index number as a completely differently looking attribute in another building file.
The missing fill is an attribute problem - you may have purged, redefined, etc one of the standard fills. Even if you see the name of the fill, the index number may not be where the library is looking for it.
Karl
