Looking in the SQL Error Log there were hundreds of these combinations in the minutes immediately preceding the job failure:
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The operating system returned error 665(The requested operation could not be completed due to a file system limitation) to SQL Server during a write at offset 0x000048a123e000 in file ‘E:\SQL_Data\VLDB01.mdf:MSSQL_DBCC17‘. Additional messages in the SQL Server error log and system event log may provide more detail. This is a severe system-level error condition that threatens database integrity and must be corrected immediately. Complete a full database consistency check (DBCC CHECKDB). This error can be caused by many factors; for more information, see SQL Server Books Online.
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Error: 17053, Severity: 16, State: 1.
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E:\SQL_Data\VLDB01.mdf:MSSQL_DBCC17: Operating system error 665(The requested operation could not be completed due to a file system limitation) encountered.
Read on for more information, including a rough idea of how much space the snapshot requires as well as a few workarounds and hints.