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Where the data resides is indeed complex.
Apologies if you have already seen this link,
but I think this covers the many permutations
of datasources and Tableau files:
If you unzip the twbx file as you would a typical .zip file,
you can find the .tde (or .xlsx) file therein. Please see screenshot below.
As to why it is looking elsewhere when the file is right there,
I'm not sure, but I think may have something to do how the tde was created
(at the time of original connection on the datasource page
or by rightclicking later on the datasource and selecting extract data)?
But I did note that if I directly connected to the tde from folder
I had unzipped, I could see everything when I went to the Datasources page.
Thank you so much. That was extremely helpful. I knew the twbx file included the data but didn't realize that it was effectively a "zip" file and I could use Winzip to "unzip" it. That will be extremely helpful going forward.