I have never tried DFS shares. As far as printing it depends on your print server and how it accepts authentication. We use Lexmark print services and user auth (typically SSO) and it works fine.
However, if you are also using DFS with your print server environments I'd expect the same issues you are seeing with your sharedrive. The limitations with DFS are because of DFS requiring AD joining to function, this is not a limitation of JAMF Connect but how itself DFS functions.
Distributed File System namespace support - Apple Support (KZ)
