assigned Material is released after the timeline play bar goes back 0 frame in sequencer


I am working in Sequencer, however there are some weird things happen.

first, I set the material as M_Moon inst as below picture, which is awesome, and I made some emmisive animation.

for some reason based on my footage editing habit, I went back under 0 frame, and back to after 0 frame.
Then the Stitic mesh lost his material as below.

Does any one know the issue? and how to solve it?