Most common issue I see when trying to access a drive over a VPN is if the drive is set by name instead of IP address and the DNS server is not set up for the VPN addresses. Second most common is that the VPN VLAN does not have access to the VLAN the server\NAS is on.
Have you tried split tunneling ?
VPN split tunneling is a feature that enables users to use two different networks for traffic instead of having all the traffic routed through a VPN. Windows has supported this feature for native applications, and VPN split tunneling is also offered for Microsoft 365 applications over VPN split tunneling on Windows. https://learn.microsoft.com/en-us/deployedge/microsoft-edge-vpn-split-tunneling
Hope this resolves your Query !!
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