Can't open SQL script in MySQL Event Scheduler body

Question

When I try open a script in the event scheduler with the source: c:/path/path/file.sql the following error occurs:

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mysql> CREATE EVENT `TEST_load_import_script_user`
    -> ON SCHEDULE EVERY 1 DAY STARTS '2018-10-01 11:09:00'
    -> DO source c:/db/data_import/scripts/load_data_user.sql;

See Error:

*ERROR 1064 (42000): You have an error in your SQL syntax; check the manual 
that corresponds to your MySQL server version for the right syntax to use near 
'c:/db/data_import/scripts/load_data_user.sql' at line 3*

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BUT when I do a simple "Select * from" Command all works as expectet:

mysql> CREATE EVENT `TEST_load_import_script_user`
    -> ON SCHEDULE EVERY 1 DAY STARTS '2018-10-01 11:09:00'
    -> DO select * from user;

Query OK, 0 rows affected (0.06 sec)

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Does anyone know what I am doing wrong? :)

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Additional Information that might help:

• I am running MySQL 8.0 on Windows Server 2016 Yes the File does exist
• When I try to run the script outside of the Event Scheduler Syntax, no error is given and the script is being executed normally
• Event scheduler is ON