I'm so sorry! I stated that incorrectly. The information should have been:
Page file on the root = job success
Page file on another volume = job failure
To answer your question: No, I'm not backing up the page file when it exists on any volume.
Additional info: I tried to update the firmware on the tape drive yesterday and it failed, after which no backup job would succeed no matter where the page file was located. Contacted HP and they are sending me another tape drive (that 3 year warranty sure is nice, although the drive is only a couple weeks old). At any rate, perhaps my problem has been because of faulty firmware.
Will post the results of tests after installation of new drive.
Thanks for your input.