No you did not mess anything up. Since Roon does not touch your music files, the database is basically everything except the actual music files. You can definitely add music to the NUC without shutting anything down. I do it all the time.
As to why Roon is seeing the files as corrupt, I don’t have an answer as to why that happened. One potential reason and fix is talked about here Files showing as corrupt in Roon but work elsewhere - #12
What are you ripping your CDs with and what do you use to tag the files? Do you have other applications using the music on your NUC?