This depends on the network name that the X45 announces to your router. In your router web admin page you should normally find a list of all devices on the network, with names. Typically you can also rename the devices there.
(Whether network names work depends on whether the router provides a local network name service, but most do. If not, you will have to use the X45’s IP address in the path)
The X45 uses the “X45” name by default according to the manual:
I would suggest copying the data from the Cocktail and putting it local to the Roon Core with an external USB drive for example.
With Roon, the core processes all the audio and then sends it to an endpoint. If both source and endpoint is the same, what is going to happen is that the file will be copied from the cocktail audio to the Nucleus, processed into raw PCM and then sent back to the cocktail audio.
If you have a PC or Mac, then you could use Windows File Explorer or the Mac Finder to discover the names of the folders that the X45 is sharing over the network.
The extract from the manual posted above suggests that it would be LocalStorages.
Did you enable the Samba sharing in the X45 settings? I can’t remember what the manual says but I suppose it might not be enabled by default.
And as @Geoff_Coupe wrote, the name of the share seems to be LocalStorages according to the manual screenshot I posted, not My Music.
And you can try if it works from a PC or Mac as Geoff suggested. Or if you don’t have one, a file manager app on the phone should work too. (Maybe you need to install a third-party one from the app store that can connect to smb shares, if the default one can’t)