The room is probably still referencing background8. You should be able to edit the .project file with Notepad. But wait -- make a FULL BACKUP of your entire project folder before you touch anything. Any editing you do is at your own risk so don't blame me.
For example, I made a project called "blankproj". The single room (room0) has just the first background (background0) defined, linking to a background called "hankback".
When you go into the blankproj.gmx folder there is a file inside, BlankProj.project. Notepad open that file and you find:
Code:
<!--This Document is generated by GameMaker, if you edit it by hand then you do so at your own risk!-->
<assets>
<Configs name="configs">
<Config>Configs\Default</Config>
</Configs>
<NewExtensions/>
<sounds name="sound"/>
<sprites name="sprites"/>
<backgrounds name="background">
<background>background\hankback</background>
</backgrounds>
<paths name="paths"/>
<rooms name="rooms">
<room>rooms\room0</room>
</rooms>
<help>
<rtf>help.rtf</rtf>
</help>
<TutorialState>
<IsTutorial>0</IsTutorial>
<TutorialName></TutorialName>
<TutorialPage>0</TutorialPage>
</TutorialState>
</assets>
You can see the background is defined there. If your background is named correctly here, then it might be the actual background file.
You can see that going into the "background" folder in your project. In that folder in my project there is a "hankback.background", and then a subfolder "images" which contains the actual PNG file. Something here might not have been renamed properly to match your background name.
Good luck.
If you can't figure it out, email yoyo support.