I found the answer to my own question. The answer is twofold:

(1) In Office 2011 for Mac (at least in my installation), MS VBA used Document.Name as full path (including file name) - In Office 2019 for Mac they have rectified this mistake. Document.Path holds the document path and document.name holds the name. Document.FullName holds the path plus the name.

(2) In Office 2019, MS has also changed the delimiter between folders in path from ":" to "/".

Microsoft wanted to charge me $400 to give me the above answer which would have taken 10 seconds. Cheap company. I'm very glad I switch to Mac/OS!