I had a similar problem. My ltypeshp.shx and simplex.shx seemed to disappear when I added another font directory to my Support File Search Path (Options, Files Tab). I did a search and found them in Users\. . .\appdata\local\autodesk\autocad mechanical 2011\r18.1\enu\support directory. I added that directory to my Support File Search Path and that fixed the problem.
Read as if the OP just changed the name of the Support Path Folder rather than adding another.
It would also appear that they fixed this in the four years the original post was placed.
Or did not care to come back to this thread.
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