User profile failed to attach - WVD

I had the same issue and got it figured out finally. It felt like a permissions issue and it is.

In this article, https://docs.microsoft.com/en-us/azure/virtual-desktop/create-file-share#assign-azure-rbac-permissions-to-windows-virtual-desktop-users

It shows how to set the NTFS perms up. It doesn't really say that you need to do the ICACLS part for every user...beforehand. 

Once you create the mapped drives, you need to run a set of icacls commands for the main profile and the Office profiles...The following commands for both drive letters.

icacls <mounted-drive-letter>: /grant <user-email>:(M)

icacls <mounted-drive-letter>: /grant "Creator Owner":(OI)(CI)(IO)(M)

icacls <mounted-drive-letter>: /remove "Authenticated Users"

icacls <mounted-drive-letter>: /remove "Builtin\Users"

You need to run the first line for EVERY user that is going to log in! 

icacls <mounted-drive-letter>: /grant <user-email>:(M)

Hope that helps!