Sorry you're completely right... I already did not understand why something so obvious was missing in this functionality. I just looked on my MacBook and there I indeed see the path below it but on my iMac I couldn't see it... however, I just looked at my screenshot and now when I look closely it is indeed there as well so I should pick a different skin on my iMac 🙂
I will have a look at the File Filters, they sound interesting. Do you know if these can look inside files as well (like "in") or do they only allow filtering on file names?