Create a sparse bundle image using Disk Utility on your macOS and choose the size of it. Format it as HFS+ (macos Journaled).
Then, mount up from macOS, your disk on your NAS. Before you can do that, make sure what the disk is part of a pool/volume on DSM side, so that macOS is able to mount it.
Once that is possible and you have it mounted, move your sparse bundle image onto that NAS partition, and then mount that image onto macOS as well (just double click to open it).
So up until now, you should have a NAS partition mounted (that would be the disk in the NAS that you want to use), as well as a sparse bundle image that you have created and mounted as well.
Next, use Photoshop and it should see that HFS "image" as a partition that you can then use.
Warning: be sure that while using PS, you have to have both the partition and the spare bundle image mounted before you can use it. PS will not know the difference as it will be a compatible macOS partition.
Speed might be an issue as the data will live on the NAS and the network transfer rate as well as the NAS drive will be a limiting factor. Test it out and see how it performs.