If they are linked and they are OK, then this should be more related to the Web-farm configuration matter. You can verify if the files are uploaded successfully in both servers, so that you could be sure that they can be viewed after each request redirect. Also you can check if the correct security restrictions are set to the application, so that the File Explorer could show the files.
On a side note, I would suggest also following this material
, in which is discussed the uploading matter in web-farm environment.
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