When setting up a UNC backup location in some cases we need to restrict access to only the necessary users.
The SQL service account for each SQL server in the Landscape Group needs to be included as well as the user for the IIS OpsConsoleAppPool identity all need to be included in the permissions.
IF any of these are run by NT service\* or Local System accounts this will be the "Computer" account.
If there are still any permissions issues you may troubleshoot further by setting the "Everyone" permissions to read/write on the backup location, running the operation in question in the Ops console and then looking at the file(s) generated. Go to the Properties screen and the Details tab and look at the Owner. This is the user that needs access for this operation.