RStudio: unexpected call to `dir.create()` with the first instruction within a project stored on a network drive

First, apologies for a lack of a reproducible example, but I cannot really provide one as I believe the problem lies within my network settings. Please treat this question as a call for help in debugging the issue...

After opening in RStudio a project stored on a network drive and running the very first instruction (being it a package load or even a <- 1) I am seeing a really weird output in the console:

> a <- 1
Warning message:
In dir.create(tempPath, recursive = TRUE) :
  cannot create dir 'F:\Marketing', reason 'Permission denied'

I have all possible temp dirs set up in user environment variables (TEMP, TMP, TMPDIR) and Sys.getenv() is printing them correctly.

"F:\Marketing" is a valid path on my network drive and it is a root directory of the project.

I have tried to debugonce(dir.create) in .RProfile to see what the tempPath is, but unfortunately this resulted in an "invalid 'envir' argument" error.

After copying the project to a local drive the problem disappears, so this is clearly a network drive/network setup problem, but I do not know where to dig more and my IT dept. is not really useful here...

Any ideas how to debug this warning?