Addendum- I initially had a few problems that I should have added:
First, delete your pre-Catalina Time Machine backup “sparsebundle” file. Apple has since recommended this be done. BTW, Catalina now calls it “backupbundle”.
Also, MacOS kept remembering pre-Catalina “stuff” associated with the device name in Finder. The only way I could fix this was to change the device name in the NAS and subsequently re-boot the iMac. On reboot, macOS lost the old references and found a new, fresh device to play with. Things worked much better after that.
And finally, when I created and authorized the NAS path in macOS Finder, I kept overlooking that the user’s “name” field really wanted the “domain\name”, not just “name”. For me it was “nas\admin”. This resolved a “reliability” issue, like actually completing a back-up!
Hope this helps.
OM2