In the past, I've managed to get around this problem by encapsulating the path within quotations. For instance, I have binds specific to a character that I will load by name. Haven't tested out using $self yet, rather than manually typing it, but this works:
/bind_load_file "C:\Program Files\City of Heroes\binds\Name of Bind.txt"
If you stick that within another bind, I'm not sure if it'll work. What probably happens is the parser hits the " before the path and reads it as the end of the bind rather than a nested ". Is there a way to escape the " so that it's recorded in the bind as a " that can then be interpreted later?
Example: /bind space "say Up we go!$$bind_load_file "C:\path\random sayings.txt""