Redshift is path-dependent, but the issue is that in most situations of real physical interest, the photons either arrive through a single path, or the effect is absolutely negligible.
Let me state some mathematics to explain this. The frequency of a photon with respect to coordinate time $t=x^0$ is proportional to the zeroth component of its wave-vector, we may even set it equal, $k_0 = f$. Now the zeroth component will evolve as
$$ \frac{d k_0}{d t} = -\frac{u^t}{2} g^{\mu\nu}_{\;\;,t} v_\mu v_\nu \,,$$
where $v^\mu =d x^\mu / d t$ and $u^t = dt/d\tau$ (also remember that $v_\mu = g_{\mu\nu} v^\nu$ and $d x^0/d t = dt/dt = 1$). Of course, if $g^{\mu\nu}_{\;\;,t} \approx 0$, the redshift of $k_0$ will depend only on your four-velocity with respect to the static frame; this can be interpreted in terms of a gravitational potential, velocity etc. On the other hand, if the cumulative effect of $g^{\mu\nu}_{\;\;,t}$ cannot be neglected, then talking about gravitational potentials etc. looses meaning.
Now, when $g^{\mu\nu}_{\;\;,t}$ is not negligible, you can be an observer static with respect to $t$ and let an emitter emit two photons of the same frequency in their rest-frame. The first photon goes straight to you, and the second photon goes through a different path which can be arranged either through a gravitational lens or a mirror deflecting it. Generally speaking, the two photons will go through completely different $g^{\mu\nu}$ thus shifting its $k_0$ to completely different values before arriving to you. In other words, generally redshift is very much path-dependent.
However, our universe is approximately homogeneous and isotropic, and it turns out that in a perfectly homogeneous and isotropic universe any photon, even one sent zig-zagging through space by a system of mirrors, will end up with a shift of $k_0$ that depends only on the ratio of the scale-factors $a$ at the time of its emission and the time of its observation.
When we include overdensities that actually occur in our universe, this will generally introduce a noise to this perfectly path-independent relation. But if your photon flew at least a few Megaparsecs before getting to you and has not been strongly lensed on the way, you can really trust the redshift to indicate the era the photon comes from. In other words, in cosmology, redshift is mostly path-independent.
As for strong gravitational lensing, this will induce path dependence if the matter causing the lensing is moving with relativistic speeds with respect to the cosmological background, because otherwise $g^{\mu\nu}_{\;\;,t}$ is small (roughly $\sim V/c$ small, where $V$ is the typical velocity in the system). Matter configurations that exhibit such speeds are black-hole and/or neutron-star binaries, as well as various catastrophic events such as supernovas. The redshift of the light that passed through such systems would not be indicative of its original cosmological era.
However, I believe that observing this phenomenon is highly improbable (and I am quite sure it was never observed). As for experimental confirmation that the redshift was path-dependent: we would have to observe two photons arriving to us from the same source through two paths, and at least one of them passing through such a relativistic, typically extremely variable system! Such double images of the same source occur habitually in strong lensing, but detecting both of them with sufficient accuracy is even more of a lost case then detecting just one image. I.e., I believe there is no experimental or observational evidence of path dependency of redshift, and there will not be any in the near future.
As for the tests that of the statement that in quasi-stationary fields redshift is path-independent, one should simply refer to the usual experimental tests of gravitational redshift, because a path-dependent theory would necessarily predict deviations from relativistic predictions. On the other hand, I do not believe path-independence for photon paths of cosmological scales can be practically tested, since 1) most double images correspond to photons that do not travel on very different paths on cosmological scales, and 2) we would probably not be able to separate intrinsic variation of redshift within the emitting source (or various other obscuration etc.) from the actual path-dependence of the redshift.