These sort of errors occur when a backup job is created with the explicit directories selected instead of the volumes/shares selected.
Can I take it that you have deleted the files/directories that you are getting these errors on? If so, recreate your backup job, but this time instead of drilling down into the volume/share and selecting the individual directories to backup, select the whole volume/share to backup. This way, any directory changes will be oblivious to the backup job as it is just backing up the whole volume/share rather than individually selected directories.
Hope this helps.
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