See these docs for the full story:
Elasticsearch requires the filesystem to act as if it were backed by a local disk, but this means that it will work correctly on properly-configured remote block devices (e.g. a SAN) and remote filesystems (e.g. NFS) as long as the remote storage behaves no differently from local storage.
Elasticsearch doesn't care what lies underneath the filesystem, as long as it behaves like a local filesystem. NFS, if properly configured, works ok. Maybe you can configure SMB to work correctly too, but the errors you are seeing indicate that your current setup does not conform to the "behaves no differently from local storage" requirement.
Unfortunately there's not much more we can say from the Elasticsearch side, and there's not many SMB experts around here. I'd recommend finding some, because that's what you'll need to resolve this.