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Hi James Scot
You can refer to AI's answer first, as it covers the most common causes related to file-level permissions and Limited Access behavior.
In addition to that, it may be worth checking whether the document library has unique permissions or whether it has been removed from the site's navigation. In some situations, users can open a document through a direct link but cannot browse the library because they do not have library-level permissions, even though the file itself has been shared with them.
As a quick test, you could ask an affected user to access the library URL directly or check Site contents. If access to the library is denied, reviewing the document library's permission inheritance and assigned permissions would be a good next step.
If you are not the owner of the site or document library, you may also want to contact your SharePoint or Microsoft 365 administrator, as they can review the library permissions, navigation settings, and any unique access configurations that may be affecting visibility.
I hope this information helps.