The short answer is that SQL prevents it. A network share that you map using a local drive letter will not be visible to a SQL server instance sinceit is running as a service. This service runs in the context of the local console with the security context of the startup account for the service. In addition, mapped drives are specific to a session and not visible to a service started in the local console context. As was stated above, back it up locally to that server, and add an additional function to your backup/nightly scripts to copy the backup to the NAS.
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