I once asked that to the devs and they said you can't use "reload files from disk" when importing sprite strips because C2 doesn't save the settings of how you imported them or the file location.
It only works if you save the file directly on the project folder (save game as project, and not as a single file to do this). So you can find the folder "YourGame\Animations\ObjectName\AnimationName" and put the sprites directly there (not the sprite strip though, I mean individual sprites)
And yes, it's a very annoying limitation u.u