Appsense Application Manager (very sensibly) be preventing exe on network location from running.
If you want to add an exe as an Accessible Item be aware of the following.
AM may interpret the real location i.e. the server name which the exe file is being delivered from. If you use a path to specify the exe file location then this could fail if the path you are using is a distributed file system (DFS) type. Consider not using the path as part of the specification.
RALogger.exe - this is the AM rules analyser. Run this elevated while executing an exe file. The XML logs which this tool creates will log the rules involved in blocking / allowing the file to run.