This change is a simple if statement modification:

    if (cfg_arg[0] == NULL)
        return (WT_NOTFOUND);

Becomes:

    if (cfg_arg == NULL || cfg_arg[0] == NULL)
        return (WT_NOTFOUND);

Original coverity information
Dereference after null check

Either the check against null is unnecessary, or there may be a null pointer dereference. Pointer is checked against null but then dereferenced anyway
/src/cursor/cur_backup.c:351: FORWARD_NULL 138660 Comparing "cfg" to null implies that "cfg" might be null.