Welcome to the forum Jonny.
I think your issue is related to this bug ticket
https://bugs.scribus.net/view.php?id=3096 which was raised way back in 2006.
There seems to be a work-around by typing the full server name + path + filename in the filename textbox but that sounds a bit messy to me. However, it might let you get on with things so it might be useful.
One of the barriers to getting it fixed might be if the developers don't have access to networked drives on Windows. If they don't have networked drives to test it on they can't see if the fix works. A bit like trying to fix a problem that occurs only on OSX without access to a Mac.
Maybe someone else has a better work-around or, even better, knows of a way to fix this nicely.