It asked me where to put these when installing,
When trying to install the proper guide I deleted dvr and reinstalled, and no it records but does not save it anywhere. I am assuming I need to go back and set the storage home location again.
Not sure what might different about your NAS, so apologies if this is not relevant, but at least with Plex Media Server for Windows, you specify the target library when you initially setup your recordings. The library needs to be a “TV Shows” type library, and you can have more than one. (Plex Media Server for Windows creates a subdirectory for recordings-in-progress in each target library, rather than using a separate, system-wide one it seems.) If you have deleted or recreated your TV library, you may need to redo your recordings to pick up the changes.