Regarding the "Part is not a valid version of component part" status that NX returns for Flange.prt, you can load this part by checking the option for "Allow Replacement" on the Assembly Load Options. This is found by clicking on the Load Behavior block of the Assembly Load Options dialog. Once checked, NX will still complain that the part is "not a version", but it should load the part.
The bolt and nut are not loading because NX can't find them, so per the advice above, either change your Load option from "From Folder" to "As Saved" or enter a list of folders to search using "From Search Folders".
If you're not sure where the components were saved, load the assembly and select "Menu > Information > Assemblies > List Components". You should see a list of the components including the directory path where the components were loaded from when last saved with the assembly. You can use this information to define your From Search Folders.