I was having a very similar problem importing csv files into SQL 2008 R2 through SSIS from a fileshare accessed by a UNC path.
The package worked perfectly from BIDS and also after deploying it and executing it manually from the Stored Packages in SQL, but when a SQL Agent job kicked it off, I was also getting the following error:
<filename> specified in the connection was not valid.
The file name property is not valid.
The file name is a device or contains invalid characters.
Because it worked when run from all the other locations, the error makes you believe it's a SQL Agent user permissions problem.
I tried making sure the job step runs as the SQL Agent service account and tried enabling the Proxy Account, tried giving Everyone full access to the share, but nothing worked.
It turns out the solution was simple ... the space in the UNC file path was the problem when run from SQL Agent. When I created a new share (with no spaces), it worked just fine, without the Proxy Account enabled or any other elevated file permissions.
Hope that helps.