We are experiencing the same issue with a customer of ours and upgraded to the 86.25.5060 CEP version because it contained the fix for this problem, but things got even worse. There were computers who recently didnt come in so they were running an older version (83 or 83 i think) and didnt have the problem. After coming in, the issue started appearing because their client upgraded to version 86.25.5060.
Currently they are switching over to another antivirus because they simply can't work, or have extra manual work to remove/update the duplicate temp files which is not ideal.
I will try excluding the entire network location from the Threat Emulation policy, but as already mentioned, this is simply a bandaid and not a fix for the original problem.
Is there any update in sight? There have been multiple threads about this issue but so far I have not found a solution/build that works just yet, at least not without excluding the entire network path.