iso files need to be mounted. I think Windows needs whole iso file to be able to mount it - hence Windows try to download whole iso file from your NAS before mounting it.
I don't use DVD menus and rip all my DVDs to mkvs. But I do use BDMV folders for UHD that have Dolby Vision (until MKV can hold DV). BDMV use mpls files to specify playlis
I guess it is similar to ifo for DVDs.
If I want to do something like you for BDMV folders it will be as follow:
1. AutoImport - MC will find my BDMV folder and add it to library. [Filename] tag will look something like "M:\UHD_DV\1917 (2019)\DISC\BDMV\index.bluray;1". I will change that to playlist of one of the movies in that BDMV folder
it will look something like this "M:\UHD_DV\1917 (2019)\DISC\BDMV\PLAYLIST\00000.mpls"
I will then "Get Movie & TV Info..." for this item corresponding to playlist I chose
2. Run AutoImport again - MC will find my BDMV folder again and add it to library again. [Filename] tag will look something like what it was before "M:\UHD_DV\1917 (2019)\DISC\BDMV\index.bluray;1". This time I don't change [Filename]
I start playing this item
then right click and choose [Title] - it will list all playlist present in BDMV folder
I will choose one that corresponds to second movie (MC will remember this choice)
I will then "Get Movie & TV Info..." for this item corresponding to second movie
Now I have 2 items in my library corresponding to 2 different movies (but located on same BDMV folder)
I would imagine this will be similar for DVD except mpls files will be ifo
I read my reply
and its a bit confusing to read even to myself
hopefully, you will get what I mean
if not, just ask what is not clear