This is important: the recent-files-gramps.xml in your Gramps User Directory only stores the last few databases that were opened. You do not want to do a lot of experiments before saving a copy of that file. You could lose track of the Tree that is locked. (Make copies of your recent-files-gramps.xml and gramps.ini files and reply with the contents of the recent-files-gramps.xml file.)
Regarding the documentation page you mentioned: whenever your Google searching finds a wiki page that has a different major version in the URL, change it to your version to match your version. (You are using a 5.2.x version but the URL says Gramps_5.0_Wiki_Manual … so change that to Gramps_5.2_Wiki_Manual ) There may be more information for your version.
https://gramps-project.org/wiki/index.php/Gramps_5.2_Wiki_Manual_-_Manage_Family_Trees#Unlocking_a_Family_Tree
Next, from that dialog, I am guessing that you had opened the tree in Gramps using a command line interface.
And your Preferences has a different Database path from the path used in your CLI (command line interface). The “Open latest” remembers that CLI path … but the “Manage Family Trees” GUI will not.
So you either want to change Preference to the path for the CLI path file or consolidate the CLI Tree’s folder into the Database folder to where your Preferences (
Database sti) are set.