By default TeamCity doesn’t allow you to place backup files outside the default data directory (internally known as the TeamCityData).  If you want to have these files dumped into a location that is already part of your automated backup processes you need to make some configuration changes to TeamCity.

1. Locate your TeamCityData directory and navigate to the config directory
2. Create a new file in here called internal.properties
3. Open the file and paste in teamcity.maintenance.backup.allowAnyFilePath=true
4. Save the file
5. In the TeamCity UI Go to Administration -> Diagnostics -> Internal Properties
6. Confirm the setting is in top section called “File properties (from G:\TeamCityData\config\internal.properties)”
7. Navigate to Backup page and set your location as desired