Hello Chuck V,
Please right-click an empty area in File Explorer’s left navigation pane and enable Expand to current folder.
Then:
- Use Open file location on the shortcut again.
- Check whether the left pane expands to that folder.
- If it does not, press Ctrl+Shift+E while the folder is open.
If neither works, please share your Windows version and OS build from Settings > System > About > Windows specifications, along with the shortcut’s target path.