Catalog backup to disk (nfs share from Data Domain)

We have catalog backup going fine going to the tape on our 7.5.0.4 master server. In order to have a simultaneous copy, we have created an nfs share on our Data Domain and mounted in one of the media servers. Created a disk storage unit on that media server and added the enabled the multiple copy option for Catalog backup.

While running the backup it fails with error 800,

 - Error nbjm(pid=5901) NBU status: 800, EMM status: Media server mismatch    
resource request failed(800)

My question is, do we need to have the disk storage unit created on the master server itself ?

Thank you guys.