It looks like your problem is the fzp file. The terminals look to be there and correct in the schematic svg, but aren’t in the fzp file. For example connector9 (the first one I happened to try in Fritzing ) looks correct in the svg but the fzp is missing the terminalId tag:
<connector id="connector9" name="pin 9" type="male">
<description>pin 9</description>
<views>
<breadboardView>
<p layer="breadboard" svgId="connector9pin"/>
</breadboardView>
<schematicView>
<p layer="schematic" svgId="connector9pin"/>
</schematicView>
Connector0 is correct:
<connector id="connector0" name="pin0" type="male">
<description>pin 0</description>
<views>
<breadboardView>
<p layer="breadboard" terminalId="connector0terminal" svgId="connector0pin"/>
</breadboardView>
<schematicView>
<p layer="schematic" terminalId="connector0terminal" svgId="connector0pin"/>
</schematicView>
So your easiest solution is likely to use a text editor to add the missing temrinalId fields to the connectors that don’t have one in the fzp file. The part check script provides this somewhat (because it lacks a connectorId) warning message:
Warning 14: File
’part.arduino_mega_sensor_shield_v20_bd1049fc611e766457ee7b1378778293_10.fzp.bak’
At line 4910
terminalId missing in schematicView (likely an error)
for all the missing pins. You would need to edit the fzp file and look at line 4910 to discover that this refers to pin 323 (big part!). I’ll add this to my list of things I should fix in the script, since it knows the connector number and could (and should!) display it in the error message to be more helpful. I think @Old_Grey 's solution with n/s/e/w in parts editor will also add the terminalId field however I usually have difficulty making that work so am more inclined to edit the file. As always what ever is easiest for you and works is the right answer.
Peter