I have seen a few issues pop up recently while working on support. We had a customer create a few custom toolbox parts and place them in the assembly. Assembly looked great so they saved and closed the assembly and went on about their day.
The next day, they opened up the assembly to work on it and realized that their custom toolbox parts in their assembly were changed to actual toolbox parts.
There is an easy explanation for why this happens. Just go to Tools, Options, System Options and select Hole Wizard/Toolbox. On the right of that menu, you will see the option "Make this folder the default search location for Toolbox components". By having this option checked, SolidWorks will automatically go to the Toolbox location and try to find those parts. That is why it is replacing the custom part with a toolbox one. By unchecking this option, SOLIDWORKS will use the custom part that is already in the assembly.