The recordings were never meant to be able to be stored to a Network Location directly. The reason for this is that recordings are not buffered, they are written directly to the disk, so there is not full control unless the destination drive is a Local Drive, or at least something Windows perceives as a Local Drive.
In the past we have seen cases were the first few seconds of recording files had been 'clipped off' or even the files were not recorded at all due to some network problem.
What you could do if you are using a Network Location for storage only is write them to the Local Disk and then have a script copying the files over to the Network Location you want.