Could you clarify the different issues you have and share some screenshots of the errors etc.
Please provide more info regarding your hardware as well.
- ESXi version
When you said "using a shared drive" and "I don't even have to mount the shared storage volume" what did you mean by that and what shared storage volume are you talking about exactly.
This is my personal opinion here but, ESXi hasn't stopped improving over the years. I've been working with ESXi and other VMware products for quite some time now and I'm quite satisfied about it.
Anyway if you could send the info I asked above and we'll see what we can do to solve the problem.