Ran into this issue with some of my backups. After troubleshooting and testing, I found my issue to be related to client side encryption. So another area to check if you experience this issue. Make sure you encryption key was successful placed on cli...
When using the Preferred Server List, you want to use "Passive copy only (or passive copy from preferred server list)" or "Active copy only".
The selection "Passive copy and if not available the active copy" ignores the preferred server list.