It could be indeed an issue with access permissions.
However, trying to diagnose access permission issues using the Windows file explorer won’t help much, when the Plex server is running in a Synology NAS (which uses Linux).
Are you familiar with this? Synology FAQ - Questions, Answers, and How-To's
I presume Q19 would be most applicable to your use case.
If you just recently upgraded from DSM 6 to DSM 7 or DSM 7.2.2, Q26 and Q34 might also be relevant.
