iTunes/Synology NAS - how to create playlist on iPhone

I am trying to create playlists on iPhone.

Most of my music is physically stored on Synology NAS

I have DS Audio app on iPhone, which I can download and play tracks from my Synology, but the DS Audio app does not have the option to create playlists.

I can create playlists on Music app on iPhone, but cannot see a way for Music app to see downloaded tracks on DS Audio app. Is this possible?

I can sync iPhone Music app to iTunes (on Windows PC), and I can view music on Synology from iTunes, but how can I add tracks to iTunes library so that they appear when I sync to iPhone?

Also, I cannot see an option to view Synology folders in iTunes. Is this possible?