PathFileExists returns false when executing application through RemoteApp

Question

My executable built in C++/WinAPI will check for a file placed in the same folder and I use PathFileExists for that. When I run it on a normal computer it finds the file but when I publish the executable on RemoteApp and I run it from Web Access the file is not found. What would I be missing?

// This is the file I want to find (located in the same directory as the EXE)
wstring myfile = L"myfile.conf";
BOOL abspath = FALSE;

// Trying to get the absolute path first
DWORD nBufferLength = MAX_PATH;
wchar_t szCurrentDirectory[MAX_PATH + 1];
if (GetCurrentDirectory(nBufferLength, szCurrentDirectory) == 0) {
    szCurrentDirectory[MAX_PATH + 1] = '\0';
} else {
    abspath = true;
}

if (abspath) {
    // Create the absolute path to the file
    myfile = L'\\' + myfile;
    myfile = szCurrentDirectory + myfile ;
    MessageBox(hWnd, ConvertToUNC(myfile).c_str(), L"Absolute Path", MB_ICONINFORMATION);
} else {
    // Get the UNC path
    myfile = ConvertToUNC(myfile);
    MessageBox(hWnd, myfile.c_str(), L"UNC Path", MB_ICONINFORMATION);
}

//  Try to find file
int retval = PathFileExists(myfile.c_str());

if (retval == 1) {
    // Do something
} else {
    // File not found
}

The ConvertToUNC function is copied from here. What I see is that, although the executable lies somewhere else, the absolute path is considered to be C:\Windows. I really don't know what is causing this. The server is Windows 2012 R2 and, like I said, applications are run through RemoteApp Web Access. The returned UNC path is just the name of the file (no volume or folder)