From Windows 8.1 on, by default, the logon process delays logon scripts for 5 minutes. There are many poorly written or misbehaving logon scripts out there, the 5 minute delay will ensure that the user's desktop remains responsive during the logon process.
However, this may come as a surprise for many organizations especially since the intent of most logon scripts is to perform some action prior to the user interacting with the desktop.
This script execution delay setting is stored in the following GPO location:
Computer Configuration\Administrative Templates\System\Group Policy
The default value setting for the "Configure Logon Script Delay" policy is "Not Configured", which means "five minutes".
The second thing to check for is usually the source of the script: access to the file has to be possible for the computer account. This account (COMPUTER$) will try to fetch the file before handing it over to the local user logon process.
Try to add "Domain Computers" to your Fileserver/NTFS ACL to be sure it can be read by your target machines.