Use SMBv3 when possible. Failing that, SMBv2 should also be ok, but do not use smb2 with large mtu as it has known compatibility issues with Roon. If you’re using a Synology NAS and running your Roon Core on OSX, you can find some more information about fine tuning your setup here
Don’t enable AFP or Timemachine if possible – some users may need this functionality for other applications, but they’re not needed for Roon. You can find more information about why AFP is not supported here.
Do you have enabled the Windows File Service on your NAS?
As @BlackJack mentioned, Roon does not support connecting via AFP, so I would make sure that your NAS has SMB support enabled (for the Windows File Service). If you are not sure, can you share a screenshot of your SMB settings on the Synology?
A few other thoughts:
Can you verify if you have OpenVSwitch turned on in the Synology? Sometimes this can cause strange behavior.
This might be part of the issue. If you create an admin user, do those credentials work in Roon?
You might want to think a little bit about how to handle this. Synology advises removal of “admin” username as the system administrator as it can be a backdoor for ransomeware. Creating a new user (e.g. “TheBigGuy”) with admin privileges is safer. So you would have an ‘admin account’, but the user just isn’t named ‘admin’.
You may know this, but it could be helpful for others reading this thread.