Trouble Creating a Backup Connection from NUC to Windows 10 Laptop Shared Folder

Still the same as above, in the new document you still seem to use an online Microsoft account exclusively. Try and create a local account, give him the rights for the share an try again with that user.

As for as your firewall settings, you documented the Roon settings (which is working and not the issue) and not the Windows file sharing settings (where incoming connections to local shares seem to get blocked).