This is not specific to network shared drives. This is the normal behavior of
cd command under windows. You should read the contents of the help notes provided with
cd command. A quote from
cd help notes:
Use the /D switch to change current drive in addition to changing
current directory for a drive.
The syntax you want is
CD [/D] [drive:][path]
This will allow you to
cd to a different drive. If /D switch is not used, you can only change the directory within your current drive.
Another alternative is to explicitly change the drive before issuing
cd command. in your case this would look like this
First line will change the drive to whatever drive you want, use Z: in your case (note no backslash after column), second line will change directory to [path]