When creating a text file ODBC connection and the text file is located on a mapped drive the mapped drive will not be available for selection when creating the connection.

Turn on SMB Direct from the Windows Features and edit the registry key called EnableLinkedConnections.

1. Click the Start button , click Control Panel, click Programs, and then click Turn Windows features on or off.
2. Select the check box next to the SMB Direct feature to turn it on.  
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To configure the EnableLinkedConnections registry value:

1. Click Start, type regedit in the Start programs and files box, and then press ENTER.
2. Back up the registry before making any changes.
3. Locate registry subkey HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Policies\System.
4. Right click and select New, and then click DWORD Value.
5. Type "EnableLinkedConnections", and then press ENTER.
6. Right-click "EnableLinkedConnections", and then click Modify.
7. In the Value data box, type 1, and then click OK.
8. Exit Registry Editor, and then restart the computer.