This Blog Post lists the hotfixes that are currently available for users who are using the WebDAV Feature on Windows 7 SP1 & Windows 8 -based computers to access there
SharePoint Servers. From my experience, most of the Described Problems in over 90% of the posts are fixed with Hotfixes from the following KB Articles:
Slow performance when you connect to a WebDAV shared folder in Windows 8 or Window Server 2012
Internet Explorer stops responding when you try to save a file from a WebDAV folder
Windows 7 SP1
The WebClient service does not send cookies in Windows 7 SP1 or Windows Server 2008 R2 SP1
You do not receive an error message when you try to copy an email message that contains invalid characters from Outlook to SharePoint in Windows 7 or in Windows Server 2008 R2
(no need to install when your installed Version is higher then this the one in this KB)
I will update this Blog on a regularly base and suggested to install the latest Versions of the involved components before you take hours & hours of troubleshooting.
If the Problem still appears after you installed these fixes, than go ahead with troubleshooting or involve Microsoft support to help you!
I recommend you to also update the Networking components, you will find the List in the following KB Article which is also updated on a on a regularly base:
List of currently available hotfixes for the File Services technologies in Windows Server 2008 and in Windows Server 2008 R2
I hope I could save you a lot of time of troubleshooting