*.bak file on another server file share
It's &quot;Most Likely&quot; a Permissions Issue
If you're performing a network SQL Server backup to a file share you'll most likely need to do one or more of these three common (A,B,C) tasks below:
A.&gt; SQL Server Service
If you're running your backup from a SSMS query window, you need to make sure that the SQL Server service is using an Active Directory account that has permissions to write to the share location you're writing to.
B.&gt; SQL Server Agent Service
If you're running the backup from the SQL Agent with a schedule job, you need to make sure that the SQL Agent is using an AD account that has permissions to write to the target share.
C.&gt; Trusted Connection with sqlcmd
If you're running sqlcmd you need to use the -E and make sure the account that's running sqlcmd (the account running the cmd window) has permissions to write to the target share.
SQL Server Configuration Manager
If you need to change your SQL Server services to use an AD account, you'll need to apply the AD account using SQL Server Configuration Manager (SSCM). SSCM configures other things on the Windows Server besides just adding the AD account. After you change the associated service account, you'll need to restart that service for the account to take affect.
Workgroups instead of AD
If you're using a Windows Workgroup environment instead of AD, you'll want to make sure that both the Windows SQL Server and the target Windows box, have separate but identically named accounts on them with the same passwords. Run the SQL service you're using for the backup with this account.
Target Server Permissions
If you're unsure that the SQL Service/Agent accounts has the right permissions, just recreate the share on the target Windows machine and give that account at least read/write access to the share location using the folder's properties --&gt; Share tab --&gt; Share ... button.
Note
All that being said, if you're configuring backups for an AlwaysOn configuration there are  separate gotchas that apply depending on which SQL Server is primary and which one is secondary and how you have backups configured. But, based on the video you presented, I don't think you're having issues with AlwaysOn backups.