For a DR on a single frame that makes sense, the network machines not needing access to the cache, however on a batch render for an animation I'd assume that the slave machines would need access to the cache.

I'm no expert on vray network rendering and i'm not sure how you're sending the render job across machines are you using backburner? batchrender, deadline... In my experience Maya has always had problems with UNC locations try putting the cache in a mapped network drive the same one on both machines, it will take a couple of seconds and i'd be curious now to see if that's the problem.

It might make no difference like i say i'm not that familiar with vray network rendering but i would love to know

Let me know how you get on.
Dave