VMware holds a lock on the snapshot file while it is being consolidated. If there is an issue during this process, it is possible for further snapshots to be unable to consolidate, causing removal failures. You receive warnings that the snapshot removal process failed because '<unspecified filename>' is locked. Specifically:
RemoveSnapshot failed, snapshotRef "snapshot-xxx", timeout "3600000"
Unable to access file <unspecified filename> since it is locked
There are two possible causes:
If the first problem occurs frequently, it is worth checking both the network connection between Veeam and the source host, as well as the overall load on the source host at the time the backup typically finishes.