Unable to Enable User Profile Disks in RDP server 2012R2

Question

I am setting up a new Windows server that will act as an RDP server. The server has been built with Windows Server 2012R2. 
I have the following roles and services working on the server: RD Web Access, RD Gateway, RD Licencing (with 30 user cal licences), the RD Connection broker, and the RD session host. 
I have a SSL certificate configured and installed on the site, and both external and internal DNS are configured and working. 
I have created and published an application collection and this is working. That is, when you go to https://remote.<servername>.org you are presented with a log in screen, users can log in with their domain accounts and then can connect to the published
applications, this is working both on our internal network and from the general internet. 
So all the roles on the server are working and the collection itself is also working. However, what I cannot do is set it up so that we can use user profile disks with that collection. When I go through the Session Collection Wizard and I get to "User
Profile Disks" I can click on "Enable user profile disks" and then you can enter the options below. 
I am entering the share location under location \\<servername>\<sharename> 
I am using the default "store all user settings and data on the user profile disk" 
Then I go to create the profile disks and I get the following error: 
"Could not create the template VHD. Error Message: -2147024809
This has happened multiple times, I have done the following: 
- installed all windows updates and rebooted the server, same error 
- checked the share permissions AND the folder permission for that share, for testing purposes I have set permissions on both the folder and the share to allow full control to "everyone" (I also tried it with only "domain users") but
same error message. 
- I have checked to see that no quotas are imposed on the disk where I am attempting to create the profile disks  - this was because this was the closest thing I could find on Technet was this post:
https://social.technet.microsoft.com/Forums/windowsserver/ru-RU/aec30527-d742-42b9-950e-85c709c4cb45/vdi-problem-creating-user-profile-disks?forum=winserverhyperv
And that was a quota issue that I am not having. 
The UPD wizard says the following "the servers in the collection must have full control permission on the user profile disk share and the current user must be a member of the local Administrators group on that server" 
Both of those things are true. 
I have attempted to search for that specific error message (-2147024809) and have found nothing on Technet or any other site. 
I am hoping someone here has some thoughts.  Thanks in advance. 

Answer 1

I was looking at both the technet article for setting up UPD as well as this walk-through:
http://thewolfblog.com/2014/02/24/user-profile-disks-for-rds-2012-2012-r2/
The step after the creation of the disk in this walk-through is to look at who has permission on the .vhdx file, now obviously I am not at that step, but that is what led me down the trail of looking at user permissions, hence my attempts to set up shares
where 'everyone' has full permissions on both the share and the folder.
I have tried to set up multiple shares for the collection, I have tried on two different disks (volumes) on the RDP server itself, I also tried setting up a share on our fileserver (which has all kinds of shares working fine) and the same error occurred
in all cases. 
I also found this Technet article: 
https://social.technet.microsoft.com/Forums/windowsserver/en-US/d6469d31-6540-4075-a85f-a6e8f7c11e89/user-profile-disk-template-cannot-be-created-when-setting-up-session-collection?forum=winserverTS
So that seems close to what I am looking for, but I have checked and the exact group policy that was causing the above linked issue is not defined in our group policies, but maybe there are other group policies that are causing the issue?