This error typically occurs when the configured dump location for MSSQL backup schedules is inaccessible, or the user running the BDRShield service lacks sufficient permissions to access the directory.

To resolve this issue, follow the steps below:

1. Check Dump Location Drive: Ensure that the dump location drive configured for MSSQL backup exists on your BDRShield Client.

2. Verify Permissions: If the drive exists, provide the necessary permissions (read, write, execute) to the user under which BDRShield is installed.

3. Schedule Backup: After adjusting the permissions, schedule the backup again and monitor the backup result.

This should address the "Failed to Create Dump Location" issue. If the problem persists, consider contacting support for further assistance.