Never mind, I've got it working now. It's funny how some times phrasing a question helps clarify the issue enough for one to find the answer by oneself.
I had to include the following in the preamble of the tex-file:
\def\SRrootdir{//fil-tjener/texfile}
\def\SRmacropath{//fil-tjener/statrep/statrep_macros.sas}
(note the slashes)
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