Folder removal from library

I am trying to remove my NAS folder from the CX library, but unable to.
I understand that if the folder is ‘included’ in my library, if I delete it I would lose all its content. Therefore and as per the Antipodes library tutorial video, it is advised to ‘exclude’ the folder before deleting. This will remove the folder from the library, but would not delete files from the NAS itself.
For whatever reason, when I exclude the folder and delete it, I am given the warning: ‘Folder *****NAS not deleted’!
Is this a Synology NAS setting preventing this action?
Any help much appreciated.
Kind regards