I'm almost out of ideas. The only thing I can come up with is to run a small experiment. Make a new test level (and don't save it as "untitled", this has been known to cause problems). Add a simple block and build the level. If it builds just fine, add another block. If that builds fine, then try adding a prefab. If you get build errors upon doing so, delete the prefab. If you don't get build errors, then it's something with your level that's at fault. If you did get build errors, then try adding your WMP file to your old level where your prefabs weren't working. Since the test level has built successfully, by adding this to your level where prefabs aren't working, you can finalize your analysis. If it doesn't build with your own prefab that you built earlier in the experiment, then it's something with your level. If it does build, then it's something about the predefined prefabs that are faulty. Another option is to try using an older version, such as 6.31.4 and see if it works there. If it works in 6.31.4 and not 6.40.5 (assuming that's 6.40.5 rather than 6.40.0), you may have found a bug.

By using the scientific method for running experiments (setting up a control and some variables), you can learn about almost anything in great depth, provided the experiment is processed well. If your level is building and loading as a normal level just fine, but not as a prefab, this is a big clue.