In order to backup to a network folder you must first mount the folder locally. Protocol prefixes are not allowed for the backup directory. Review the linux mount command's man page.
If I'm correct this is for a HTTP receiver data point and would mean that a post was received that did not contain a value for the data point: WDS - Zone 1 Dry Contact
This alarm can be turned off if it's normal to not receive a value for all data points in every post.