So we added the service accounts we used for SAS to the storage locations and it worked. We don't know why, we figured if it didn't have the right security it shouldn't work at all. The other thing why would we need to add service account ID's to the security of the data?
1)Shouldn't the security you use in a SAS session be the ID you created in your SAS profile within SAS EG
2) Is there some process in the back ground when your in SAS that uses a service account?
3) The security on the folder used to store the data: if we added the user shouldn't that be enough?
Thanks for your time, I hope this information helps other.