When working with Sharepoint Integration in Dynamics, usually a Sharepoint Document Location gets created automatically by the system when opening a record and selecting the "Documents" tab, if there is not already a Sharepoint Document Location in place.
When a Document Location is already in place for this record, no new Document Location will be created.

If you enable the Teams integration in Dynamics, you can also link records from Dynamics to Teams. All of the records linked to this Team will share the same files.
In this case, a Document Location will also be created "Teams Shared Document Location".

This leads to the issue if no Sharepoint Document Location exists, but a Teams Shared Location is already in place, no Sharepoint Document Location will be created automatically by the system for the record.
Furthermore if the user is not part of this Team in Teams, he will see an error message in Dynamics ("No access").

The behaviour above is by design, so when checking the existing Document Locations, the "Service Type" will currently not be considered (confirmed by MS Support).

Please change the design to the following:
When opening the Documents tab, check if a Document Location with attribute "Service Type" == "Sharepoint" already exist for this record. If not, create as usual.