This is pretty weird, I only import the .ogg files here and C2 has no trouble playing them.
Make sure you're writing only the name of the file, not the ".ogg" part.
Adittionaly, if you want to try doing it the way I do it, I just open the music files on Audacity, save as .ogg, and import them in C2. This way it doesn't convert anything, and there's not leftover of .wav and .m4a files.