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I have checked through GP and we dont seem to have any policy in place for Folder Redirection.
Failed to apply policy and redirect folder "RoamingAppData" to "C:\Users\user\AppData\Roaming". Redirection options=9221. The following error occurred: "Can not create folder "C:\Users\user\AppData\Roaming"". Error details: "This security ID may not be assigned as the owner of this object. ".