You might find yourself in a situation where Folder redirection on Windows 8.1 does not apply anymore.
If the redirected folder is not already on the share it is not created. Apparently, there is no errors in the event log, but event ID 1012 might be there:
Folder Redirection configuration is being controlled by WMI configuration class Win32_FolderRedirectionUserConfiguration.
If your using System Center Configuration Manager, this might be the place to start.
Check your Client Settings – Compliance Settings and make sure that Enable User Data and Profiles is set to No unless you would like this to be controlled by SCCM instead of GPO.
If you for some reason don’t have access to the console look in the registry to confirm that this is a SCCM issue, if these values are set then control has been given to WMI and thereby SCCM.
When this is no longer controlled by SCCM the values will change to 0.
You might need more than one restart before it will work again.
Take a closer look at this article http://blogs.technet.com/b/askds/ (jump to One way, or the other…)