There's a post on problems re-installing WHS 2011 Connector software on Windows 10 with anniversary update here: http://forum.wegotserved.com/index.php?/topic/31019-whs-2011-and-windows-10/&_fromLogin=1#replyForm
Doing a clean install of Windows 10 appears to work, but much simpler is creating the folder: C:\Windows\System32\Task\Microsoft\Windows\Windows Server
and then installing the Connector.
I found a solution to the Connector re-installation problem here: https://social.microsoft.com/Forums/en-US/09a41a60-1696-4341-85f8-a1373a46082e/windows-10-anniversary-update-breaks-whs-connector-install?forum=whs2011&prof=required
Creating a folder named "Windows Server" in C:\Windows\System32\Tasks\Microsoft\Windows allowed the installation to complete in my Windows 10 that had been upgraded in place and then had the anniversary update. The Connector was still working after the anniversary update, but Lights-Out wasn't, so I needed to re-install. I was getting the installation error described above until I created the folder C:\Windows\System32\Tasks\Microsoft\Windows\Windows Server
What exactly did you do? Did you set up the shares as read for everyone then NTFS permissions for those with read/write? This is what I am currently struggling with. Trying to find the best setup for my Win10 shares.
The experience I have had with Storage Spaces has not been good. I had a disk go bad and even though I had redundant storage set up, the system did not rebuild all the stored folders completely and I had to resort to other backups that I kept on another server. Note that Storage Space data is not recoverable if the system goes bad. Drivepool still has the files fully readable just like the old duplication system in WHS V1.
I get the above error dialogue when I run the connector on my Win 10 pro client. Followed the issue resolution on TechNet which say start cert service in IIS on server but this was already running.
I've downloaded the Win 10 connector with no joy also.