Select all files and use "Rename, Move, & Copy Files" from the right-click menu. Use the "Find & Replace" option on that dialog and enter the old path in the "Find What:" field and the new path in the "Replace With:" field.
So for example, if the old path was:
/Volumes/Synology/Music/The Beatles/Abbey Road ... etc.
and the new path is:
/Volumes/Thunderbolt/Music/The Beatles/Abbey Road ... etc.
then use this for "Find What":
/Volumes/Synology/
and this for "Replace With":
/Volumes/Thunderbolt/
Try it with just one file first and make sure you can play it Ok before going for the whole thing.