Try the following, it is an authentication problem
1. Click Start, type regedit in the Start Search box, and then press ENTER.
2. Locate and then click the following registry subkey:
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\WebClient\Parameters
3. On the Edit menu, point to New, and then click Multi-String Value.
4. Type AuthForwardServerList, and then press ENTER.
5. On the Edit menu, click Modify.
6. In the Value data box, type the URL of the server that hosts the Web
share, and then click OK.
Note You can also type a list of URLs in the Value data box. For more
information, see the
"Sample URL list" section in this article.
https://site.com or https://*.site.com
7. Exit Registry Editor.
8. restart webclient service