Linking to files on a NAS

Ages ago I asked about this and @dan said it could result in problems.

my nas runs 24/7 and obviously if I get a power cut then people couldnt get onto my nas anyway…I tried linking to a couple of videos and turned nas off and on again and the site retained the links after it came back on, what if an are the other pitfalls???

as a footnote it takes the person straight to the video player that is on the nas and a click and it starts playing.