When you attach a file to your message, Direct Mail makes a private copy of the attachment and saves it inside your Direct Mail project. If you update the file after it's already been attached to your message, Direct Mail won't see the changes. You'll need to remove the attachments and then re-attach.
If you save your Direct Mail project in the cloud, your attachments will be synced to the computers that you access your project from. To avoid lengthy sync times, try and keep the size of your attachments as small as possible.