Error: The location for backup is a critical volume when backing up system state on 2016

Server is a HP Proliant, RAID 6 (5 disks) on one array.
I am backing up to a NAS device and not back to the local drives, so I don’t know why we get this error.

I have made the change recommended on MS’ website but still have an issue.

*HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\wbengine\SystemStateBackup*

Set the value of this entry as follows:

Name:AllowSSBToAnyVolume
Data type:DWORD
Value data:1

Note When this value is set to 1, system state backups to any volume are enabled. To revert to the default behaviour, set the value to 0.

The NAS was never a critical device and doesn’t have any applications running on it. I have connected to the server OS using iSCSI and a drive letter of N:

I am currently backing up to a USB disk and that works.

Any ideas please?

You can change the default behavior of Windows Server 2008 and Windows Server 2008 R2 by adding a registry entry. You must also verify that the following prerequisites are met before you perform a system state backup to a critical volume.

To enable the system state backup files to be targeted to critical volumes, you must set the value of the AllowSSBToAnyVolume registry entry under the following registry subkey:

*HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\wbengine\SystemStateBackup*

Set the value of this entry as follows:

Name:AllowSSBToAnyVolume
Data type:DWORD
Value data:1

Note When this value is set to 1, system state backups to any volume are enabled. To revert to the default behavior, set the value to 0.