Can we use Shared Folders to import/export data on the HEAT Cloud landscape? (with or without a VPN)
No - you cannot use Shared Folders to Import/Export data on a Cloud installation. This will not work due to NetBios being blocked (port 135), typically on both sides of the connection, and NFS will not be ble to connect through the VPN (or across the Internet as Shared Folders will not work across the Internet either). There is no way to 'resolve' the names in the 'path' as this is a function of NetBios.
The reason this remains an 'option' in the product is because an On Premise installation can use Shared Folders as they are typically running on a Local Area Network where NetBios and NFS are readily available.