I think that problem is in isolation mode of directory %AppData% and below.

Your file is stored into Sandbox which is not accessible and visible to Word. So you need to look into Thinapp project directory and look for files ##Attributes.ini into directories %AppData%, %AppData%\Microsoft, %AppData%\Microsoft\templates. In those files you can find isolation mode setting for each directory (those files doesn't have to exist in each directory).

I think you fill find at least one file containing Full isolation mode so you will see following content:

[Isolation]
DirectoryIsolationMode=Full

Please, change for these files isolation mode to Merged, rebuild package, delete existing sandbox and test it.

Let us know,