You could use "Text Field" custom field to an issue and set its render method as "Wiki Style Renderer"
Then you should put in the value like this:
This works for http links, but I think it should work for NAS link as well.
Hope this helps.
Its somewhat browser dependent more then confluence.
Generally, its considered bad security to let the browser open desktop applications. Crosses the sandbox between the browser and computer.
So for example if you link to a PDF file, chrome can open that in the broswer. But clicking on a docx file will not work, as chrome is not supposed to be allowed to open MS word on the desktop.
Microsoft blurs the line with IE, so IE can generally do it. Chrome would need an addon to do it.
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