A few screenshots of the issues would be of help here. You can upload screenshots to this site by using these instructions. As for your questions:
Have you made sure to add all the same folders that you have as watched in iTunes to Roon’s watched folders? I would check this in Roon Settings -> Storage.
What does the Roon Settings -> Audio Tab look like for the Naim NAS system? Have you enabled it in Settings -> Audio before attempting to play back to it? What is the exact model of the NAS system?
I have tried to add my Naim amp under settings, but the model is not listed. I tried to add similar models, but it still does not work. My Naim is model: NAC-N 272.
At the moment, I can play Roon through my computer (iMac), but not through my Naim system.
How is the Naim connected to the Core? As far as I can tell that specific Naim DAC is not a Roon Ready device, meaning you would have to use the Naim app to stream content to it and use it just as a NAS in Roon at this time.
Sorry to hear that this limitation is critical to your Roon expereince.
I should also mention that if you would like to use Roon with your NAC-N272, there are many Roon Ready products with digital outputs that you could use to connect to your NAC-N27, please see https://roonlabs.com/partners.html.
If you’d like to get some feedback from the Community on the most popular ones, you can always ask in our Software section or Audio Products of this site and users can chime in with their experiences. Hope this helps!