I'm afraid you've bought a fake flash drive. I know, because I've just done the exact same thing! ¯\_(ツ)_/¯
It turns out I bought a dodgy 2TB flash drive from eBay with a tampered capacity - what was supposed to be an amazingly large drive was in fact only 8gb, though it showed the faked size in Windows and on a sector scan. I've learned there's currently no such thing as a real 2TB flash drive. Not even close.
This set me straight: http://www.ebay.com/gds/All-About-Fake-Flash-Drives-2013-/10000000177553258/g.html
What tipped me off was when I copied across about 20gb worth of .mkv files. I found that some of them were working fine, and then everything after a certain point was broken. They were broken even though the file sizes appeared correct, and there were no error messages during the copy.
I tried all sorts of things to fix them - scans, chkdsk etc., but came up with nothing. Sometimes after disconnecting and/or restarting it would accept an extra 1gb video, and it would play while it was still plugged in, but then when I ejected it and plugged it back in that file would be corrupted, as if all of the metadata was gone.
I finally figured out that it was the first 8gb that worked, and everything beyond that was faked. I feel like a total idiot for wasting so many hours, when in the end the answer was obvious - it seemed way too good to be true when I bought it, and it was.
It's one possible reason some of your files will work, but others won't, when there appears to be no rhyme or reason as to why. Hopefully this will save you (or someone else) from wasting time trying to figure out why the universe seems so random and cruel. ;)