I found a workaround to this (Yosemite 10.10.4 & EN 6.0.16), although it's more work than it should be. If you attach the file to the EN note (for me it was a pdf), this creates a EN path to the file, and then somehow now even if I delete this attachment I can now create a local link to the original file without the error message.
Evernote does not have permission to open local file link
in Evernote for Mac Issues (Versions 7.14 and under)
Posted
I found a workaround to this (Yosemite 10.10.4 & EN 6.0.16), although it's more work than it should be. If you attach the file to the EN note (for me it was a pdf), this creates a EN path to the file, and then somehow now even if I delete this attachment I can now create a local link to the original file without the error message.