Time Machine trying to delete backup disk image (previously removed?)

Hi,

We have a MBP with the following message:

"Time Machine couldn't complete the backup.

Time Machine could not delete disk image [location of expected image.PURGEABLE.SPARSEBUNDLE]"

I cannot find a file with the purgeable.sparsebundle extensions anywhere. Is it right to assume that the file has been previously removed manually?

How can I get around this problem? The MBP saves to a Synology NAS drive, shared with others. Is there a way of telling the OS that the file requested has already been deleted?

Many thanks!