I am experiencing the same behavior. It looks to me like the handler is trying to map to your specified URL with the credentials that are configured for your preferred server. Apparently, this is by design. So, if you add your preferred server credentials to the resource you are trying to connect to, it should be able to connect. However, I think the problem is actually that the handler cannot FIND the preferred server credentials it is supposed to use. It knows what path to connect to but when it tries to get the credentials it wants to use, it cannot find them.
My preferredservers.dat file in the WinPE image has both our local preferred server and the core listed. It does not have any credentials stored in it (which I would expect.) I am not sure how the handler retrieves these credentials. Does something need to be added to the WinPE image or is this a Core configuration issue. I cannot capture anything to anywhere with Provisioning. All attempts to capture to the core, to the preferred server, or to another URL resource end with the same messages you quote in the OP.
Hopefully, someone can answer this question. *fingers crossed*