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When importing multiple shapefiles with links, the nodes to connect links from both files are doubled, and thus the links are not connected.
In result, any assignment fails with an error message:
'No path found from zone .. to zone ..'
- Export the links as shapefile again, but do not export the node numbers: File -> Export -> Shapefile -> (enter the filename) -> OK -> Columns -> (remove the attributes 'From node number' and 'To node number') -> OK -> OK
- Delete all nodes (and thus also all links).
- Import this shapefile again: Now the nodes are created again, only one per link end, also at the former borders of the original shapefiles.