Ah. Okay, sorry I misunderstood. What you are trying to do is correct.
I'm afraid you might need a Linux person to come along and help though, as I've forgotten most of my Linux knowledge.
What I can tell you is that the MC "paths window" will only browse to an existing location, although it can add a folder if required. You can't type in a location and just save that; you must use browse.
Also, at least on Windows, MC can browse shares created on the network, and select them.
So I guess your issue is that the NAS location is not visible to Linux in some way, such as a share or a drive mapping, and so MC can't browse to it. MC will only see what Linux sees. So if Linux sees the NAS, without using special software such as NAS tools, then MC should see it.
Hopefully, someone who is still using Linux will come along and clarify.