For one thing, I don't think you can load *notebooks* with the "load" command.
From the help that you can get on "load" by typing in "load?":
Load Sage object from the file with name filename, which will have
an ".sobj" extension added if it doesn't have one. Or, if the
input is a filename ending in ".py", ".pyx", ".sage", ".spyx",
".f", ".f90" or ".m", load that file into the current running
session.
Notebooks usually use the ".ipynb" extension, which is not mentioned. The "ipynb" are handled by jupyter, not by sage, so that's why the sage command "load" doesn't have a clue about what to do with "ipynb" files.
If paths are actually the problem, I'd probably try if *writing* a file does work. For instance, do something like
save("we write this string to a file", "string_object.sobj")
and if that succeeds, see where the file "string_object.sobj" was written. One would expect that
load("string_object.sobj")
should then work too.