Hi vipes27,
I have faced this issue many times before.
Veeam actually needs to lock the vdisk of your VMs during backup. If backups run while consolidation is required, Veeam won't be able to complete the backup.
In that particular case, cancel the back up and make sure that the cancellation is done. Then you can consolidate your VM.
If consolidation doesn't work make sure that your Veeam proxy servers haven't mounted vdisk of your VM and unmount them if necessary, then you should be able to consolidate your VMs.
After doing the above, try again to backup your VM from Veeam.
Good luck.