Please run a 'dfm diag' for each server, and attach the ouput as files so that we may view them. (don't just paste contents in body of message). Also, please run the following commands on each server as well and show the output:
I know from past experience that spreading parts of the DFM datastore across different disk devices & paths (i.e. the DFM database is on the local disk but Performance Advisor data is on a LUN) can cause the DFM database backups to not back-up everything. Usually, anything that is not in the same filesystem as the DFM database is what doesn't get captured as part of the backup. Based on your comment, "Before the DFM was on a local disk and only the performance Data was on that Lun" it sound like this is what you were doing.
Once you did the new installation and put everything on a single LUN, did the backups work correctly after that?