I'm on OS/X 10.10.5 running VOX 2600.62 on a late 2013 MacPro. Sandbox came up with a dialogue box asking me if I wanted to grant access to my whole file system. Since there is only a small internal SSD on this system I selected my primary external drive. However the option to choose the drive was greyed out. I then tried to select my whole computer. Again it was greyed out. I tried to select a folder on the external drive. The folder names were greyed out.
But it does seem to work ....