You’ll need virtualbox-ext-oracle on the host.
yay -S virtualbox-ext-oracle
Then reboot.
Tried this too but still nothing 
yes I do have it working like this too but seems also not to work on every guest…
But it looks very broken to me also there is a workaround to be able to get the files and folders…
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Damn now works perfectly…
I feel stupid
I just had to open the VM as guest, go into devices and drives in Windows File explorer, there was the CD Drive with Virtual Box Guest Additions and I just had to go through installation in the VM… now works perfectly