It seems that Zentyal has a different view when it comes to where to store samba shares. Traditionally samba shares live under /var/spool/samba. Zentyal disallows this.
To overcome the Path not allowed. It cannot be under error, a little edit is needed.
Open the file SambaShares.pm which is under /usr/share/perl5/EBox/Samba/Model
The list of forbidden share locations is
use constant FILTER_PATH => ('/bin', '/boot', '/dev', '/etc', '/lib', '/root',
'/proc', '/run', '/sbin', '/sys', '/var', '/usr');
Just remove the ,’/var’ entry.