Time Machine backups to NAS (WD EX4100) fail over Ethernet: "Network Disk Disconnected"

I’m unable to get my MacBook Air’s (Sequoia 15.0.1) Time Machine to work with my Western Digital MyCloud EX4100 NAS (firmware 5.29.102). I get a range of error messages as I work through my attempts, but the “final” one seems to be “Time Machine couldn’t complete the backup to <…>. The network disk disconnected from your Mac while backing up.”

For my tests, I’m using an Ethernet connection (from my Mac to my router to my EX4100, all over Ethernet cables). So the “disconnected” reason seems unlikely.

My steps on my EX4100 :

1. Create a share on the EX4100
2. Under “Settings,” enable Mac Backups, and “configure” the share’s upper limit – to 1.11 TB (which is well under the amount available on my EX4100, and more than my 250 GB Mac’s capacity) in my most recent attempt. (On the forums, someone said that picking a relatively small upper limit solved their problems…)
3. Note: I’ve tried both having my share “Public,” and not, with the authorized user having read/write access enabled. Neither way works.

My steps on my MacBook Air.

1. In Finder, log into the EX4100. (Connection via SMB.)
2. Mount the share (via Go > Connect to Server > Select the volume you want to mount) .
3. In Time Machine settings, create a new Time Machine entry for that share.

In response, TM first creates a sparse bundle with a GUID name, which then switches to <User’s> MacBook Air.sparsebundle. It goes for a little while, then stops, with the above error. (Generally the sparse bundle gets up to couple hundred MBs before it stops.)

While testing, I did find a utility, The Time Machine Mechanic (freeware, available here), which provided the following view of my recent Time Machine log files:

⛔️ 50 errors reported:
2024-10-19 09:33:02.452762-0400 Failed to refresh menu extra items. Error: Error Domain=NSPOSIXErrorDomain Code=2 "No such file or directory"
2024-10-19 09:33:02.457208-0400 Failed to refresh menu extra items. Error: Error Domain=NSPOSIXErrorDomain Code=2 "No such file or directory"
2024-10-19 09:33:02.459721-0400 Failed to refresh menu extra items. Error: Error Domain=NSPOSIXErrorDomain Code=2 "No such file or directory"
2024-10-19 09:33:02.509086-0400 Failed to refresh menu extra items. Error: Error Domain=NSPOSIXErrorDomain Code=2 "No such file or directory"
2024-10-19 09:33:02.512816-0400 Failed to refresh menu extra items. Error: Error Domain=NSPOSIXErrorDomain Code=2 "No such file or directory"
2024-10-19 09:33:02.516361-0400 Failed to refresh menu extra items. Error: Error Domain=NSPOSIXErrorDomain Code=2 "No such file or directory"
2024-10-19 09:33:26.696102-0400 Failed to refresh menu extra items. Error: Error Domain=NSPOSIXErrorDomain Code=2 "No such file or directory"
2024-10-19 09:33:27.337171-0400 Failed to refresh menu extra items. Error: Error Domain=NSPOSIXErrorDomain Code=2 "No such file or directory"
2024-10-19 09:33:27.341173-0400 Failed to refresh menu extra items. Error: Error Domain=NSPOSIXErrorDomain Code=2 "No such file or directory"
2024-10-19 09:33:46.074646-0400 Failed to refresh menu extra items. Error: Error Domain=NSPOSIXErrorDomain Code=2 "No such file or directory"
⚠️ (Only the first 10 errors listed.)

Not sure what to make of these errors! (“No such file or directory.”)

BTW, for my attempt that generated the log entries above, the sparse bundle (with a GUID-based name) did get up to 4.06 GB before stopping.

One other peculiarity: Once created, I can’t figure out how to delete the sparse bundle. (I get an “it’s in use” error message.) And I’ve checked to make sure it’s not locked, and that I have read/write permissions. I’m good on both counts, but still can’t delete the file. I’ve also rebooted my MacBook to stop any potential lingering Time Machine processes. (During my attempts at troubleshooting, I fix this just by deleting and recreating the share via the EX4100's admin panel.)

My intuition is that there’s some sort of locking or permission issue going on – but which I can’t see from the Finder’s “Get Info” panel.

Any advice?