Hi,
I have asked this question before however the same problem has occurred and is driving me crazy. Now we have a 2016 Hyper-V environment with Server 2016 VMs. We run daily backups using DPM 2016.
Now I came in after the weekend to find that all of my VM backups had failed and every VM that had failed had a .avhdx file left behind. I have tried shutting down the virtual machine but I get caught out with "Merge in Progress - Failed".
Sometimes when I shutdown the virtual machine it will fail to start and say that there is an issue with the virtual hard disk chain and it needs to be reconnected.
The only way I have found to fix it is to manually merge the virtual hard disks and then re-create the virtual machine. This works and then I can take another backup however a few days later the same issue will happen again.
I don't have time to constantly merge virtual machines every other day and of course it affects the production environment. There have been changes to our group policy and as it is affecting all of our hosts I wonder if this is the problem however I am not sure what to look at. I heard about the "Logon as a service" causing an issue however this made no change for me.
If anyone has any ideas I would love to hear them, currently going through it with Microsoft Support however they don't listen to the issue.