We are using DFS shares and do get 'network path not found'-errors when scanning three shares on three different servers (in 3 different countries, btw).
We can access these folders with our ARM service account using any file manager like explorer .... no problems with access rights via DFS.
ARM doesn't seem to get there.
We can add and scan the servers directly using file-system option 'detect automatically' and ARM does not have any issues to scan them.
Patch levels are up to date.
it's hard to get into your problem without further details.
Could you get some images of your config?