When leveraging Scale-Out Protection, the DPM agent needs to be installed on the Hyper-V server, or on each server in the Hyper-V cluster. Then, you need to use Setdpmserver from the command line with the -Add switch to make multiple DPM servers visible to the protected virtual machine, as follows:

Setdpmserver –Add –Dpmservername <Name of Second DPM Server>

If you don't specify the -Add switch, the previous (first) DPM server is overwritten. 

Ensure that all servers that are running Hyper-V, and virtual machines are discovered by DPM before you begin to create protection groups.