Windows File History only works with NTFS-formatted drives. Your 256 GB volumes are likely not NTFS (or not properly formatted/recognized), so File History can’t use them. Make sure the target drive is NTFS and has a drive letter assigned.
The issue is likely due to split DNS and zone configuration. Internal users intermittently fail to resolve apps-example.com because the secondary zone may not be properly delegated or replicated across internal DNS servers. VPN users work because the VPN DNS handles the secondary zone correctly...