Apple Music Downloading Error 21 on Synolgy NAS

I will spare everyone the long story: I still have about ~750GB of music stored on an external drive connected via USB-C to my MacBook. To reduce the number of devices on my physical desk and connected to my MacBook, I moved the music files to an external drive connected to my NAS (Synology DS720+) and shared it. I can connect to the shared volume; it works fine (read/write). Next, I created a new Apple Music library and pointed it to the shared folder. Apple Music did its thing; I could see my library and play music. Great! This issue arises when I buy or download music from Apple and encounter an Error 21, preventing the download. From what I gather, there is a DRM issue where Apple does not allow Music to be downloaded to a NAS. I can't believe this is still an issue in this day and age. There must be a solution.