My setup is as follows:
Mac(Hackintosh) running Yosemite.
Synology 1812+ with all of my audio files on it running the latest version of DSM and using SHR.
Everything connect with Gigabit Ethernet.
From a high level, identical setup just with different hardware.
I am having no problems playing audio files.
I have both SMB and AFP enabled.
I turned on SMB logging on my Synology (it is off by default) to confirm how files were getting accessed and found the following:
My 'normal' method of using MC is to use it as a client to my master library on my main HTPC (Windows 7 box). When playing files as a client to that machine, I am using SMB to access the files from the NAS and they play back fine.
I switched to the local library, imported some files, and played them. They played back fine, with the only difference being the system was using AFP to access the files this time (assumed since there is no AFP log but the SMB access log showed no activity and I see an AFP connection in the connection logs on the Synology from when I connected to import the files to the library).
All I can say is that with a similar setup, I am seeing no issues. I really don't think this is an MC problem.
As mstan has suggested, dig in to your log files to see if there is anything hinting at a problem there. Turn on SMB logging if it is off on the NAS as well until you are done troubleshooting.
I have had several random network issues over the last few years that ultimately were tracked down to a network switch going bad (twice with two different brands). I've spent my entire time on both Mavericks and at first with Yosemite thinking that VMWare Fusion was a broken product because it kept losing the network connection while everything else was fine. When I switched to Yosemite, things got even worse. After replacing first the network cables and then the entire switch, VMWare Fusion has been running fine ever since.
Try hooking up the computer to the same switch as the NAS and see if that makes a difference. Try wireless vs. wired networking from the laptop and see if that changes things. Try swapping our your switch with another one and see if that helps.