Renaming assets set to Sequencer's Payload will resolve the reference after restarting the editor. This is probably due to the fact that FemaleSceneEventPayloadVariable::Value is a String type. This problem may require reregistration in many sequencers when renaming assets. The workaround is to manually re-register the Payload assets after renaming.
1. Open the attached sample project.
2. Open the sequencer. (LS_Test_Rename)
3. Right-click on the Key in the EventTrack and select the asset set in Payload (ThirdPerson_Jump).
4. Rename the assets (ThirdPerson_Jump -> ThirdPerson_Jump2)
5. Restart the editor
6. Open the sequencer and check the asset of step3.
Assets that were set are dereferenced and set to "None".
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-165499 in the post.