Under my Windows account, Sensitive Data Shield will locate sensitive files on a drive other than C, but does not protect these files from being opened by other users.
I created a standard user account named Test and was able to open files listed in the Sensitive Data Shield. These files are located in Z:\Chris Personal
As another test, while logged into my account, I placed a .pdf and .doc at C:\ , then scanned again and the file was listed as protected. I then signed into the Test account and was able to open these files.
"Block other user accounts on this PC from accessing protected documents" is checked.
Avast Premium Security 22.7.6025 (build 22.7.7403.741)
See attached