Issue is the same as with SAS UE.
The location of where SAS is running and where the drive is aren't what you expect.
SAS is running on a server likely in your case and doesn't have access to the shared drive or your computer. It's the equivalent of thinking of SAS is in a computer in the basement. When you submit code, the code is transmitted to the server, processed on the server and the results sent back to your computer, if applicable. In SAS UE, SAS runs on something that appears to be on your computer, but is really an entity on it's own.
At any rate, workarounds include using an AutoExec file. It allows you to have some specific code run when SAS starts up. You can have project specific autoexec files.
Another is to have the server mapped to the same location so that it can see where the D drive is, but you may still need a special way to reference the file.
... View more