Hello @Cormchij, correct, this is forbidden by Firefox, add-ons cannot access / open local files.
Have a look at the Browser console (Ctrl+Shift+J) when you click on such a bookmark in BSP2, you will see security messages in it saying Firefox prevented using the URL:

"Error: Illegal URL: file:///E:...."

Note that there seems you could have a workaround, but this requires that you modify your Firefox config: http://www.websina.com/bugzero/kb/browser-file-url.html (an add-on cannot do that of course)