We are also having problems with the Backup functionality of 9.4. When we attempt to perform the backup - we receive the error: "The filename, directory name, or volume label syntax is incorrect".
Not sure if it is related, we have a SR open.
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Finally DLP engineering Team resolved the issue.
Issue identified : A DLP policy with unsupported symbol was causing the issue.
NOTE: Never use "Windows unsupported file name symbols"
Thanks a lot!!