Lots of problems saving to a network location. While I would appreciate the function I don't see it as likely. It would likely require support for smb/cifs/NFS/ftp/WebDAV (as all nas are different) which is a lot of work.
Not nearly as important as the fact that torrents with : in a filename are currently impossible to resume or recheck, resulting in duplicate files that reduce storage space to 0bytes! That can RUIN flash memory!
Please vote for this very major bug to be fixed.
http://ttorrent.idea.informer.com/proj/?ia=103672
Regarding the download to NAS from a Shield device , it seems it requires a special permission nvidia.permission.NV_REMOTE_WRITE to the app config.
This is apparently what Plex and others are doing.
See
https://review.lineageos.org/c/LineageOS/android_device_nvidia_foster/+/220172/4/permissions/com.nvidia.shieldnext.xml
Would it be possible to add this permission to the app config
Nas from shield is possible. The shield has a proper setting to give this permission, network folder access for apps. I am currently using shield and saving to NAS directly.