is this a backup file ?
If yes, maybe there is a backup-device pointing to it ...
exec sp_helpdevice
you can rerout it using
begin tran
exec sp_dropdevice @logicalname = 'yourdevicename'
exec sp_addumpdevice @devtype = 'disk', @logicalname = 'yourdevicename', @physicalname = 'yourpathandfilename'
commit tran
They may have embedded their backup-comands in stored procs, you may want to search them for "backup". there are queries at SSC to seach on proc-text.
They may have created their own backup-job, take a look at sqlagent jobs to find it. there are queries at SSC to seach on this.