To resolve this problem I needed to identify the Recovery Points associated with the SharePoint farm and delete those with the DPM PowerShell.
I got a list of all data sources on the DPM server
$ds = Get-Datasource –DPMServerName [dpmservername]
Identify the data source that you want to protect in the list. Using $ds returns a zero-based array. So if the data source you want is the sixth one in the list, you would use $ds to identify it in the next step.
Get all the recovery points associated with the data source.
$rp = Get-RecoveryPoint $ds
Select a recovery point that was taken when the data source was in the first protection group (for example, $rp). Remove the recovery point.
Repeat the last two steps until you have removed all recovery points associated with the data source when it was in the first protection group.