EDIT: I may have misunderstood your goal, and perahaps the other answer is the one you want.
If you just want to index those files, a wildcards or regex whitelist will do the job.
If you want to find out the times from the path, the rest of my answer is relevant.
Splunk will attempt to guess the date from the filename first by TIME_FORMAT and then falling back to regexes as an initial seed/guess value before running the time extraction per-event logic. In other words the filename can influence timestamping.
However, I'm unclear whether the full path is passed into this logic. I think it is not.
The remaining options are:
ensure the modtime is accurate. Splunk will use the modtime as a guide for the data, so the pathname may be unnecessary.
Put the date into the filename so that the filename logic can work
Put timestamps in the file
Timestamps in the file is definitely the best outcome, but it might not be an availble choice to you.