Although I can’t test it, on Mac it should work with Option on according to the Help:
You can drag and drop any files from your native file explorer to have Obsidian import (make a copy of) those files in your vault’s attachment folder and insert them as internal links. Hold
Ctrl
on Windows/Linux orOption
on macOS to createfile:///
absolute links to those files instead of importing a copy.
Other replies in another thread say Command works, but it may be a typo.
I know that this isn’t what you are asking for, since you already mentioned using Option, but at least you can be sure you are doing it correctly. Hope you are able to figure it out.
Good luck!