Solution:-
So I started looking at copying the Backup Tar file to my NAS but had issues using this format:-
smb://user_name:password@server_name/dir
that I think may have been due to using symbols in the password.
Instead, I used this guide to setup SMB and NFS to my NAS:- Mounting network shares with autofs (alternative to fstab)
After that I could now use Browse to set the Backup location to:-
/mnt/<server1>/<share1>
Now I’m no longer getting any ‘Failed to copy the Backup Tar file’ messages