Could you please verify that you have the EPO Server name added to the Computer Object to Evidence Share location.
Also, as a test, you could give permissions to "Everyone" temporarily and retry opening evidence.
Please take a look at below link. The issue is definitely a permission issue.
The evidence may not be getting from the client to the evidence share. Below steps will help confirm if this is the case. Follow steps listed under "Solutions" and "Notes"
I will take a look and try the suggestions now. But just wanted to add that I was under the impression that evidence is in fact being copied because I can see the .dlpenc files in the folders in the evidence share. There is about 22 GB of data in the folders. I also noticed that on endpoint discovery rules I am using, where I set the evidence to be stored, there is no link to the evidence in the Incident Manager.