I don’t know how to fix it, but I’d suggest the following steps to gather data how the file disappears:
While running the BW desktop, see if the file is there
After exiting the BW desktop, ensuring BW processes have all exited via Task Manager, see if the file is there.
After rebooting, assuming your colleague doesn’t set the BW desktop up to start automatically, see if the file is there.
When the file disappears
check if the AV solution, such as Windows defender, quarantines the file
check Windows event log to see if anything unusual happens.
check Bitwarden log (\user*\AppData\Roaming\Bitwarden\app.log) to see if anything unusual happens
It seems something deletes the file, but unless you are running a portable version, the process that deletes it has to have admin privilege. But what process?