This appears to be a Windows shares issue and not a Pi-hole one.
The only thing that Pi-hole does is answer DNS queries and if it doesn't know the answer, forward the query to an upstream DNS server (Google, OpenDNS, your DC etc) and wait for an answer.
But as I am not that familiar with how DC's handle auth requests for shares, maybe someone else knows more.
And tail the logs to give you a bit more insight:
pihole -t
You also could post a debug token here for the devs/mods to have a look if something wrong with the Pi-hole setup: