As of v9, ALL backups are done throught the "Rremote Agent", even backups of the Media Server
If you have selected "eject on End" as part of the Job Description, then the job timer will keep ticking until you respond to the "remove Tape" alert
Sounds like you are almost finishing the job, but it gets timed out. Try extending the cancel to 5:30 or 6:00 hours