Broken Link in Sequencer

Hi
I am facing a weird issue with sequencer. Whenever I open my project or save my Level with a new name, the actors in sequence could not load (Camera is not a problem). I have to link all the actors again to start seeing them in cinematic view-port. Is there a very strict guideline to follow while working on sequencer or its just a bug.
Any help would be great.
Cheers