Yes, I have tried everything.
If I (after receiving the message from Excel and pressing away) tap "Open" and "Browse" on the last correct path displayed, the file does not open, but the folder C:\Windows\System32.
If I enter the correct path to the file under "Browse" in the Excel window that is now open, the window opens to log in to the NAS (but I had already logged in).
I experience this kind of behavior when I have accidentally not yet logged on to the NAS and try to open a file on the NAS.
Of course, in this case I have logged on to the NAS via Explorer.
It also doesn't help if I assign a drive letter to a folder on the NAS and link to it.
However, it is strange that another program (TouchPortal), in which I refer to the path, does not have this problem.
Remark:
On the NAS, I do not need to allow access to any specific program.