Try a couple of youtube videos to get you 'up to speed' with the interaction between Lr & Ps-
Opening Files from Lightroom into Photoshop – FAQ - YouTube
Lightroom 5: Moving Between Lightroom and Photoshop - YouTube
Most common problems that cause the "can't find..." symptoms are-
*Having a Sort Order like 'Capture Time'. The Ps file (from a RAW file) is a new file (captured now!) so it will always appear at the end of photos sorted 'Capture Time'. Changing Sort Order to 'Filename' will keep the Lr Original and the Ps Copy next to each other (alphabetically) in the Grid.
*If the Lr photo was in a 'Filtered' list (eg. by keyword or a smart Collection) then the new Ps file may not conform to the 'filter' and hence will not be visible.
*Passing a file to Ps by [Edit-In] will have different results depending on the type of file sent. (RAW or RGB, JPG, TIF, etc)
A RAW from Lr will always create a new RGB file in Ps.
An RGB file from Lr has more complications depending on the option you chose. (Edit Original, Edit a Copy, Edit with Lr edits)
