When Installing the agent with a GPO, the GPO uses the local system account to install the software. A GPO also uses a network share. In order to access, the share needs permission set for the system service. One simple test is to run PsExec using the system account to test the share.
Run the msi installer using PsExec to mimic system on the client -
"The account used is a computer account. Use your global user account or local user account to access this server."
This may be seen on network shares on non MS operating systems. The share would need to be set up to allow the access the GPO requires, or the share should be moved to a Windows system/share.