Please check that your Docker containers have access to that AppData volume in general. Root and non-root docker users.
Lots of NAS have permission schemes/restrictions outside the scope of docker and pi-hole that cause errors that look like yours:
chown: cannot access '/etc/pihole/dhcp.leases': No such file or directory
sudo: unable to stat /etc/sudoers: Permission denied
if you can't find any permission settings + docker interaction problems for MediaVault, maybe another folder path without these permissions would work better than AppData - not sure if thats possible, I don't have mediavault or portainer experience.