Delete locked files that are no locked

See if this helps...

Do a Get info on that folder, unlock the lock in the Get Info panel. Make sure it says you have Read & Write privileges, and locked is unchecked...

Using the tiny gear icon, use the drop down to "Apply to enclosed items...

Not sure I will be much help, but here are some questions which may provide useful information to understanding you setup which may help other more knowledgeable contributors when they see your thread.

What type of backup is this which you have on the NAS? Time Machine, or some other method of putting backups onto the NAS?

How many different users can access that NAS share?

What type of NAS and what protocol are you using to access the NAS share?

What version of macOS is involved?

Rebooting the Mac and the NAS may be beneficial, doesn't hurt anyway.

Are you still able to write files to that same share? And can you delete a newly created file?

You could try deleting smaller amounts to attempt to narrow down where one of these items is located so you can get a first hand view on what file & file type is involved, where it is located, and its permissions...of course the each parent folder will need to have the proper permissions as well.

If you are familiar with the command line, then it may provide you with knowing which items are having the issue.

If the NAS has an interface for you to see the items, then maybe deleting them using the NAS itself would work, but this could be problematic as well with other possible things which could make deleting the items difficult. I would use this option as a last resort since I don't know enough specifics about your setup here.