One important while you configure DAG .The file share witness directory for DAG server will disappear after configuring DAG .It will appear after adding servers to DAG
See the MVP comment regarding this matter
The file share witness directory & share will only show up on whatever server you configured it for (a hub transport is suggested since it is easy and usually fully under the Exchange admin’s control) once you start adding mailbox servers to the DAG and only when there are an even number of mailbox servers in the DAG so that the FSW can create a majority. If you have 1 server in the DAG the FSW won’t show up, but once you add the 2nd node to the DAG it will. If you add a 3rd node to the DAG you will see it disappear again. This ensures there is always an odd # of nodes in the ‘Majority Node Set’ cluster so that proper majority voting can take place and prevent split-brain cluster activation from happening.
This blog having new features of Exchange 2010 SP1
This is a very useful link those who are using Exchange