You can add your own folder to Do Not Virtualize acces to the specified files/folders. (recomended to remove Shared Spaces if you dont need this rule.)
This will allow you to save any files to this folder from an program running inside the virtualization. (this will allow any program inside the virtualization to save or modifiy your data in this specific folder)
add a Auto-containmet rule to this folder so if you execute any file from this folder it will run inside the virtualization (best to use the highest restriction possible, e.g Run Virtually+ Untrusted)
Since the the chrome is running inside virtualization and anything you try to execute from the virtualized Chrome will also run inside the virtualization.
By default when you try to execute a file inside the VTRoot it will be blocked. (With Auto-Containment enabled)
(unless you have disabled the Auto-Contaimnet) or (have removed/disabled the rule)
You’re doing it wrong as you shouldn’t be opening files from within the VTRoot folder. Just enable Do Not Virtualize acces to the specified files/folders. and make sure shared spaces which contains your download folder is listed. Then create an auto-containment rule to run virtually where folder path is the downloads folder. For documents and other non-executable files you need to add the application that handles such files to the do heuristic command-line analysis for certain applications list. e.g. word.exe