OK, this gets weirder and weirder...
I created a new scheduled task with same attributes as before, only added
the number 2 to the name of the task. Same error.
Then I added a new task to only run once, it worked... I then changed it to
run as it was before, and now that task seems to run...
Got it! If anyone is interested...
The logon changed for the cf service, this logon was not on the existing
output files, and thus had no access to it. Once I created the new tasks
with a different file name for output, it actually put the new logon on the
files...
Yeah, 9 hours of research