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Cannot Open Files from Desktop/Downloads/OneDrive on macOS

Problem

When using Oxygen XML Editor on macOS, the application cannot open files from Desktop/Downloads/OneDrive.

Cause

Sometimes, macOS shows a popup about allowing the application access to some special folders (e.g. Downloads or Desktop), and unless you explicitly agree, it will leave it unchecked (the app does not allowed access). The popup can go unnoticed and disappears after a while, so it is easy to overlook it and the application will not have access to that folder.

Solution

Go to the macOS System preferences > Security & Privacey > Privacy tab > Files and Folders. You should find Oxygen in that list and the folders you were prompted to access. Check the box for the folder (i.e. Downloads or Desktop), if there is one unchecked.
Note: If that does not work, look at "Full Disk Access" from the same Privacy tab. Add Oxygen there so that it has full access. However, only use this method as a last resort.