Sounds like SABA is blocking the file:// URLs as a security violation.
They are correct. That is indeed a security hole. You’d have to ask SABA experts if there’s a way to turn that off.
I’m unable to think of a reason you would link to a local file from a networked e-learning course. I’m sure you have one, but I’m not able to think of it. The file is different for every course-taker but is universally on their local storage?