Hi JD
I think everyone is being a bit diplomatic when referring to Windows 10 as being "clunky" when connecting to NAS! In fact it is a real pain. But it is worth it in the end.
I, too, was unable to get a result following the advice on the Brennan Website. I was, however, eventually successful using the "Mapping Drive" approach. But I would echo what others have said about it being slow.
When I tried connecting using the "Network" option (which you are using), however, I got nowhere. Instead, I clicked on "This PC" (which appears in your screenshots below "OneDrive"). This then gives a "Map a Network Drive" button at the top which I used. I don't know why this made a difference - but it did. It might be worth giving it a go.
Turning to your two screenshots, I don't recall having to check the box "Connect Using Different Credentials" so I am not sure that is necessary. It is vital, however, that characters in \\x.x.x.x\music are those that appear on the front display of your Brennan. The first sign of success will be when you get a window asking for User Name (which is root) and Password (which is brennan). After that you wait. And wait. And wait.
The length of time you have to wait depends, I think, on how much music is loaded on your device. When I first mapped my recently delivered BB1, connection was almost instantaneous - but there were only four pre-loaded sample tracks and a promo video from Martin Brennan on it. Now it takes about twenty seconds. In contrast, however, my B2 (which has exactly the same amount of music (in the same file format)) can often take five minutes or more to connect and populate the lists with all the album details. (Indeed, many times, I watch the green progress bar crawling ever more slowly across the screen and then Windows gives a message saying something the to effect that "it cannot connect" - but I just ignore that and suddenly all the data appears). [Believe it or not, even though it is still very slow, it is not giving me that message today so I cannot quote it exactly.]
Keep trying.
Good luck.