That makes no fun, Microsoft!
Actually the backup of a SQL 2014 server with Data Protection Manager 2012R2 is officially supported since RU3 for DPM. It’s just awkward if you rely on it.
Apparently they only changed the version number. Not supported are the new features of SQL 2014. If you want to save instances on a Cluster Shared Volume (CSV) it is not possible.
This feature is planned for RU6 according to Microsoft Support. Means, that if the release cycle stays the same it will be in March 2015…