By default, you can't reference scene objects within prefabs.
There are a few solutions to this:
1. If you are instantiating prefabs you can "inject" references to scene objects by using the "Set FSM Game Object" action. I usually do this by having a "Master Control" object with an FSM in my scene
2. You can save references to scene objects to global game object variables, that way your prefab can just reference global variables instead of a direct link to a scene object
3. If your prefab is always resident in your scene then just break the prefab connection entirely; simply put, just keep it in your scene as a non-prefab object
Hope this helps :-)