Okay… now that I know the problem in my case (on Mac, in combination with Bitwig) is due to permissions, I did some more testing.
You can also share the Documents directory with certain apps in macOS, which works for VCV’s functionality as well as sharing the entire hard drive. These shares can be found under:
System Preferences > Security & Privacy > Tab "Privacy" > "Files and Folders"
Much more specifically, however, you can also add additional locations directly in Bitwig. The crucial entry for me was:
Settings > Locations > Music Locations
Then add this folder:
Documents > Rack2
At the end you should see this path in there:
Users/myuser/Documents/Rack2
(“myuser” is only a placeholder and should be your real user)
For me everything works as expected, as far as I can see.
I hope this is helpful.