Can't find my video file

[shotcut]

In your first screen shot, notice the dialog title says “Projects Folder.” In Shotcut, you are clicking New Project > Projects Folder and expecting that to let you open an old project. That is not what it does.
Read the tooltip when you hover your mouse over it

Or read the docs

Project Management

Introduction Shotcut does not provide very much in the way of project management at this time. Rather, you are required to manage many aspects of this. There are a few things you should know: Shotcut saves to a project file in a text format called MLT XML. (Technical detail on that format can be found here.) The project file does not contain any of your media. Rather, it only links to your media files by file system path and name. There are 3 different kinds of projects: Clip If you put an…

If your project is not listed under Recent Projects, then use File > Open.