I too was receiving "Access denied" errors. What I found very useful (in determining the actual source of the problem) was to turn on directory logging in the backup job.
To turn on this feature, goto Tools|Options|Job Logs, then change your detail level to "Summary information and directories processed".
Once this setting is on, and after you have had the chance to rerun the backup job, you will be able to pinpoint the folder or directory that is giving you trouble--and then adjust permissions, etc to address.
Granted, this will make your job logs longer. But you can turn it back to the default, once you have addressed your issues.
Vance