Adicionei path.repo em elasticsearch.yml :
# grep path.repo elasticsearch.yml
path.repo: /run/elasticsearch/backups
#
seguido por docker-compose build & docker-compose up e curl novamente:
# curl --request PUT --data '{ "type": "fs", "settings": {"compress": true, "location": "/run/elasticsearch/backups" } }' localhost:9200/_snapshot/my_backup?pretty
{
"acknowledged" : true
}
#