Now I'm rereading your post.

When all files are in the same folder, the engine do not use a path but instead does a default loading from executable folder
so I am questioning your use of the PRAGMA_PATH.

Can you post the actual code for the statements.

I Hate Hate HAte to be the RTFM guy again... But

A7.10 Looks for include and other files in the given path when they are not found in the current folder. This is similar to the PATH statement in a project file, with the exception that paths given by PRAGMA_PATH are also used for include files. Example:
#define PRAGMA_PATH "%EXE_DIR%\Map-Editor\Scripts";
Remarks
Paths will be searched in the given sequence. They are relative to the current work folder. In order to be able to copy your project to different locations, use relative paths for all files belonging to your project, and absolute paths for all files that are on an absolute location on your hard disk (like template scripts).
If the path begins with "%EXE_DIR%", it's a subfolder of the program folder (like "%EXE_DIR%\templates\images"). Apart from that, do not use special characters or spaces in your folder names.
Theoretically you can specify up to 32 PATH names, but it's better to stay well below that limit. Each folder is searched in sequence until a given file is found, so having lots of paths can increase the project startup time.

Paths can be read by external applications through the pPaths array.
Paths, just like variables, file or object names, must not contain spaces.

So for sure you need to use the PATH command and a wdl , correct?

Also are you in fact trying to get folders in the .cd folder, or are you trying to reach out of the .cd folder to the sub folder in the working folder?

Really am not trying to sound this way, you just provided little information, so I want to rule out all I can