I know how to kinda fix this, although it might be more trouble than its worth. Nifskope looks in the original file folder of the first nif opened, when opening subsequent nifs at the same time. The solution is to move the dds files into the file folder as the original nif you opened. It works, I just tried it. But that's more of a pain than it's worth for me. Of course, the easiest way is to just close the first nif, then open the 2nd. But I guess, if you were trying to compare units or copy objects, it might be a little more convenient to see them side by side.