If you already see the solution in the error message, but you search and search and keep getting this shitty message, this will help:
Conditions:
- The project and the SCM are on the remote server
- The development environment is local to the workplace
Solution:
Change the exe-creation-directory in the project description from the server drive to the local PC.
Before: exe-creation-dir is "F:\Project-dir\exe" (remote)
After: exe-creation-dir is "N:\Project-exes\exe" (local)

You can find the project description in the project explorer at the top right (not in the main menu at the top of the project tab)