When I do a full backup everything works. Afterwards if I want to make differential backups next day, I get an error where it cannot find backup:

Unable to perform a differential backup of the "PMI" database because there is no backup of the current database.

I don't have problem if I do differential backups juste after the full backup.

This SQL request:

SELECT 
    backup_start_date, 
    backup_finish_date, 
    type,
    physical_device_name 
FROM 
    msdb.dbo.backupset 
INNER JOIN 
    msdb.dbo.backupmediafamily 
ON 
    backupset.media_set_id = backupmediafamily.media_set_id 
WHERE 
    database_name = 'PMI' 
ORDER BY 
    backup_start_date DESC;

Return result:

2024-11-18 01:59:47.000 2024-11-18 01:59:49.000 D   {230EA0F3-9D31-4279-A5DB-D1E74A9F800D}3
2024-11-17 23:00:05.000 2024-11-17 23:00:05.000 I   D:\SQL Backup\PMI\PMI_backup_2024_11_17_230005_0981356.diff
2024-11-17 22:00:07.000 2024-11-17 22:00:19.000 D   D:\SQL Backup\PMI\PMI_backup_2024_11_17_220007_1834384.bak
2024-11-17 09:59:50.000 2024-11-17 09:59:53.000 D   {04A6F783-F33B-4558-8DCE-53D7FEB0CAEC}3
2024-11-17 01:59:54.000 2024-11-17 01:59:56.000 D   {13E16352-8EC7-48B9-9FEF-B4C486907099}3
2024-11-16 23:00:05.000 2024-11-16 23:00:06.000 I   D:\SQL Backup\PMI\PMI_backup_2024_11_16_230005_5608786.diff
2024-11-16 15:45:35.000 2024-11-16 15:45:35.000 I   D:\SQL Backup\PMI\PMI_backup_2024_11_16_154535_0369182.diff
2024-11-16 15:45:21.000 2024-11-16 15:45:22.000 I   D:\SQL Backup\PMI\PMI_backup_2024_11_16_154521_8283665.diff
2024-11-16 15:44:55.000 2024-11-16 15:45:06.000 D   D:\SQL Backup\PMI\PMI_backup_2024_11_16_154455_1502171.bak
2024-11-16 15:41:46.000 2024-11-16 15:41:58.000 D   D:\SQL Backup\PMI\PMI_backup_2024_11_16_154146_5409243.bak
2024-11-16 01:59:50.000 2024-11-16 01:59:53.000 D   {404A5262-328C-46C9-B456-31D0B249A06D}3
2024-11-15 01:59:56.000 2024-11-15 01:59:58.000 D   {B685428C-A7AE-4642-A17B-CC729BD16D77}3
2024-11-14 01:59:52.000 2024-11-14 01:59:55.000 D   {BE641173-DEA0-400A-A31B-2658897D80B9}3
2024-11-13 02:00:05.000 2024-11-13 02:00:08.000 D   {B7FE8CE1-83D0-4384-BBBC-B729A957527D}3
2024-11-12 01:59:55.000 2024-11-12 01:59:57.000 D   {99EFC66B-4B98-41D4-9D7B-CB6605ADB2D0}3
2024-11-11 01:59:55.000 2024-11-11 01:59:58.000 D   {F1A68F1B-AB29-4831-9646-0DD12B31FF08}3
2024-11-10 23:00:04.000 2024-11-10 23:00:05.000 I   D:\SQL Backup\PMI\PMI_backup_2024_11_10_230004_7803828.diff
2024-11-10 22:00:07.000 2024-11-10 22:00:19.000 D   D:\SQL Backup\PMI\PMI_backup_2024_11_10_220007_2460684.bak
2024-11-10 09:59:54.000 2024-11-10 09:59:56.000 D   {ACF4506A-25BD-4FD7-99B9-BAF9074C2F49}3
2024-11-10 02:00:01.000 2024-11-10 02:00:03.000 D   {81078EC0-1007-4C25-9F76-059AE9C44F34}3
2024-11-09 01:59:55.000 2024-11-09 01:59:58.000 D   {A8F658F3-4097-44EE-B96D-D0F217841295}3
2024-11-08 02:00:00.000 2024-11-08 02:00:02.000 D   {DAD42DCD-6231-4178-80D6-1304BD066AED}3

I can see a task at 02:00:00... I think is syspolicy_purge_history default SQL system task

Why this task interfering with my backup plans?