I'm running into this same problem trying to access a file GDB on a NAS RAID (not able to create a feature class in a new or existing fGDB on the RAID, but able to do most everything else -- for example, Create Fishnet actually creates a table in the GDB but not the Feature Class). I'm a little unclear about your response. Are you saying that file GDB performance is poor over network shares, or also that some functionality is broken (as I am seeing)?
And if this is the case, does it imply that multiple ArcGIS Desktop users cannot work with a shared repository stored as a file GDB, from different workstations?
I would be much happier to hear that it is a simple configuration issue that can be solved by changing some permissions on the file server.