Hi,
Thanks for the question.
For the 401, this can be permission issues. I suggest we firstly check the RBAC permission by the following article. The In-Place eDiscovery needs the Discovery Management permission.
https://technet.microsoft.com/en-us/library/dd638205(v=exchg.150).aspx
Thanks,
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- Marked as answer by Simon_WuMicrosoft contingent staff, Moderator Monday, February 02, 2015 7:51 AM
Open IIS manager > Expand Default Web site > Click on EWS > Double Click on Authentication > Click on Windows Authentication > Click on Providers > in the Available Providers: drop down pick Negotiate > click add > pick NTLM > click Add > click OK
Do the same for the Exchange Back End Web site.