Backing up Confluence is basically backing up the database and backing up the Confluence home directory. There is nothing inbuilt to backup to a separate location (that is recommended) but any manual script or backup software should be able to do this for you.
The fact it is a NAS is irelevant really.
If the install is not too large you could use the auto backup and set the destination directory to a mapped drive which is on the NAS.
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