This bug is present in all existing versions of Lemmini (OG, SuperLemmini, SLToo, RetroLemmini).
Basically, when attempting to load a replay for an external level, we get a "level does not exist" error and the replay doesn't load. It's possible to use this workaround (https://www.lemmingsforums.net/index.php?msg=89634) to get it to work, but this isn't ideal; if the external level is a test, and the plan is to later add it to a proper pack, the replay file would have to be edited again.
So, the plan is to fix this for RetroLemmini. We want to first check the levels folder for a match, and if none is found, check the external levels folder for a level matching the name specified in the replay file. If one is found, attempt to load the replay as normal.
Fixed in commit 982196f. We now fallback to the external levels folder if no match is found in the main level pack index.