Depending on the configuration of the VPN connection (full or split) I would then say that your local ISP is hitting the spotlight even more. In this configuration you are presented as a full remote user coming from a different location vs when you are in LAN.
I would say that ISP is not handling access to your NAS (in LAN) using essentially a public QC name to access something that is again, inside your LAN. Sounds like a potential NAT loopback (hairpin) problem. But, best to check with your ISP then, and ask them if you are able to access local resources while inside your LAN using a public name that points to that same internal service/device.
Or, wait for someone here to respond who is on Vodafone for more accurate details.