You need to modify current location for incident Web archival which by default is:
<Install_Dir>:\ProgramData\Symantec\DataLossPrevention\EnforceServer\15.x\archive\
15.7 and later
You might need to change the location if the DLP installation drive is running out of space.
The setting is in Protect.properties file normally located in:
<Install_Dir>:\Program Files\Symantec\DataLossPrevention\EnforceServer\15.x\Protect\config
Change value of 'web.archive.home=' to your desired location.
Restart Enforce services.