If it has never worked before I would start with confirming VDP Exchange requirements and setup with VDP admin guide.
- If UAC is enabled confirm you ran msiexec /i command during install - Page 154
- Is .net framework 4 installed? - page 165
- I'd launch the Exchange Backup User Configuration Utility and confirm permissions are correct and services are running under correct user. - page 168
Other things to look at that are not clearly documented in VDP admin guide
- I believe VDP 6.0 requires Exchange 2013 CU3 or newer
- Try backing up 1 node in the DAG. You don't have to backup a DAG using the federated DAG backup config. If you select 1 server of the DAG as if it was a single server it will still work and be easier to troubleshoot.
Good luck. You could also try opening a ticket with VMWare support.