iMessage not sending files from my external hard drive.

Hello everyone. I had recently upgraded my MacBook Pro 15 Inch (Mid 2015) to the new MacBook Pro 16 Inch (2019). I use my MacBook for work and would send files from my external hard drive (WAV files) through iMessage. Ever since I got the new MBP, my messages would not deliver. I had found a workaround for this (Copy and Pasting to my desktop then send). Is there a reason for this? Is my hard drive not giving iMessage permission to use the files stored there?

Thank you for taking the time to read and help!