How to open (from web) visio app with specific file located locally on the file system

I did not see the option here: Office URI Schemes

Edit:

The thing here is not Visio, the issue is browser security (that simply prohibits opening any local files from a web link). Browser will simply refuse to open local files unless the user has some specific settings or app installed.

Opening local files was kind of okay in 199x, but now it's disabled by default everywhere, because this option opened too much security issues and was misused too heavily by the malware.

How office (SharePoint) does it: it installs custom app protocol locally (writes to the registry). It uses links like this:

ms-visio:ofe|u|https://unmanagedvisio.sharepoint.com/Shared%20Documents/AAA.vsdx

ms-visio: here is a custom application protocol, registered by the Office installation. If you assume office is inatlled, you coud try to mimic it like this:

ms-visio:ofe|u|file:///C:/some-folder/some-file.vsdx