Hi Adrian, try updating Blender 😉
It must be some bug in 2.92, because 2.93 and 3.0 (and even 2.91) have no problem opening the .blend or Appending the Red Nelb Collection.
The official Release of 2.93 is expected May 26th, so the Beta version you can download now is pretty much release ready….(it is a LTS, so updates and bug fixes will keep happening during the coming two years…)