Hi,
I am 100% not sure if this will work, but this is what I would do:
You could create a folder on your local drive and set it up with a symbolic link.
A symbolic link will allow you to link two folders together, making it appear as if your share is on your local PC to many applications.
Note: Make sure you test this with empty folders first before starting to look into shares with data.
Refer: The Complete Guide to Creating Symbolic Links (aka Symlinks) on Windows
Refer: Linkshell Extension