I've noticed that when saving a self-contained set all the audios resulting from freezed tracks are moved from the original song's folder to the new self-contained folder. This happened to me after copying a song to a friend by doing a self-contained to another directory. After that, my previous set was missing those audio files.
I don't think that it's a good idea to move those audio files and maybe they just need to be copied. There's no big problem in that only that when you open the previous set all the freezed tracks are missing and you need to freeze them one after another. Maybe this could lead to a problem with a song with lots of freezed tracks and no cpu to handle all.
so, don't know if this is really a bug but this is just to warn you because...this could happen to YOU!