OneDrive mail merging from Excel to Word

[MrFrostmaul]

Hi,

 

I have a word document and excel document on my Office 365 OneDrive account. When in the Word Document I want to mailmerge from the Excel document, I go to the file path of the oneDrive area i have mapped (It is the real working to OneDrive etc.) but getting this message: http://i.imgur.com/709Myxl.png when selecting the file.

 

The file does exist and has not been moved, renamed or deleted as I can see it and then open it fine..

 

Anyone come across this before?