If you use Roon core on Euphony, do not connect your NAS/share in Roon client! 

The proper procedure is to use "Add network drive" in Euphony app first!
After a successful connection, use the path where the network drive is attached to the local filesystem ("Linked" column in the "Network drives" table) and add this folder in Roon client to Roon library (via the "Add folder" option). 

If you add the share to Roon first then Euphony will not be able to connect to it. If you add it to Euphony first Roon will not be able to connect to it directly but it can still be added to Roon library as described above.