I had the same issue. Resolved it by:

- Stop collection job

- remove all files with "QueryActivity" in the name from \\%servername%\c$\Users\%Account used by collection job%\AppData\Local\Temp

- Start collection job

I'm about to change the service accounts setup, and I'm thinking about using GUID's as passwords. These should be hard to remember 🙂

I'll store them in a password agent in...