I'm not a Windows networking expert but I think the discovery is being done as a broadcast on the LAN and is very probable that the OpenVPN server, which acts as a gateway between VPN clients and the LAN, isn't routing those packets onto VPN subnets.
I have UPnP speakers at home and they advertise on the LAN/WiFi for the Denon HEOS app to see them. But if I connect via VPN from the Internet then none of the VPN Plus services (OpenVPN, L2TP, SSL-VPN) allow the HEOS app to find the speakers. Could very well be the same for Windows networking.
You could try \\NAS_LAN_IP\share_name and \\SERVER_IP\other_share_name? Or run a local DNS server* on DSM and use that for your LAN and VPN devices so that you can have a standard resolution for home devices, e.g \\mynas.mydomain.com\share_name or, if you have specified a search domain as 'mydomain.com' in DHCP and VPN configs, \\mynas\share_name .
*You should reserve the LAN IP address in the DHCP server so that the same IP is always provided to the NAS. Better still is to reserve the IP so no other client gets assigned it and then manually assign the IP in DSM.
BTW Everyone on the Internet can use your SRM as a NTP server. I think there are enough NTP servers without you having to add your's
