I'm using Pop!_OS and installing Windows 10 in a Virtual Box for using Miracast. After I create my Windows 10 machine and try to add ISO file, it shows that the ISO file is not in the Downloads folder. The thing to note here is that the ISO file is indeed in the Downloads folder.
In the first image you can see the ISO file is in the Downloads folder.
In the second image you can see it is showing that it is not there.
1st Image showing the ISO file is in the downloads folder
2nd Image showing ISO file is not in downloads folder when adding ISO file to virtual box windows 10 machine.