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,
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