When you map DITA files to CHM files (see §18.14.1.2 Mapping DITA files to CHM files), by default DITA2Go first checks for the presence of a DITA file with the path specified in [ChmFiles]; if the file is not found, DITA2Go checks for the file without a path.
To require DITA2Go to use the path:
[MSHtmlHelpOptions] ; RemoveChmFilePaths = Yes (default) to try to match filenames ; without their path component in [ChmFiles] after trying with it, ; or No to require the path (with forward slashes) ; to be present on the left-side names. RemoveChmFilePaths = No