I am checking the source code of xcms and might tell you the solutions.
For xcmsSet, in their source code, the path was treated as:
listed <- list.files(files[info$isdir], pattern = filepattern, recursive = TRUE, full.names = TRUE)
However, in the xMSanalyzer package, they directly set the path as:
cdf_files=list.files(cdfloc,".cdf|.mzxml|mXML",ignore.case=TRUE)
which is actually wrong. You could either add recursive = TRUE, full.names = TRUE
in the cdf_files or just change the cdf_files into cdfloc in the XCMS.align.matchedFilter.R and recompiled that package from sources.