There are two names for each file in that folder. The one that ends in _RC does drag into ProTools correctly. That one is a MIDI file type. The other, a WAV file type, does not drag into ProTools.
So it seems that you can't drag wave files from Explorer into Pro Tools. Perhaps solving this problem will fix the problem with dragging from the plugin. When you try to do that, what happens... does it just show you a circle with a cross through it? Or does something different happen?
Do you run Pro Tools as admin? This would in general prevent you from being able to drag n' drop from Explorer. I don't think this is related to your specific problem, because we would expect drag n' drop from the plugin to still work in that case, and also we would expect that you would be unable to drag BOTH MIDI and wave from Explorer.
Check in the Pro Tools settings - Setup | Preferences | Processing, the Import section has some relevant settings. In my testing no combination of these settings that I tried prevents me from being able to drag n drop files, but I think it's worth toggling "automatically copy files" to see if that makes any difference. Let us know what you find.