What exactly do you mean by this phrase? "If I try to access the record going directly to the file..."
General info that may help:
Each person that connects to a hosted database will get their own "found sets" for each table occurrence in the database. Thus, one user can search for and find a group of records to work with while a second user can pull up a completely different group of records to view and edit.
If you open the database and don't see the records you are searching for, perform a find or select Show all records.
Hmmm one more possibility:
Any chance you have two copies of this database? If so, you might be opening one copy when you "go directly to the file" and opening a different copy when you use remote access. An easy way to check this is to open the file and enter layout mode. Then make an obvious change to the layout such as selecting some layout text and changing the color. Now close the database and open using the other method and see if you see the layout change you made. If you don't, then you've been opening different copies of the same file.
Do your Account have enough privileges?
But I don't understand under what conditions you try to access the record.