I’m a long-time NordVPN user, and as I don’t have a router that supports VPN, I installed NordVPN in Rockstor and connected. That prevented me from accessing the NAS by the Web GUI and from connecting to the NAS for shares.
Eventually I found an Internet discussion which said whitelisting the LAN subnet allows other devices on the LAN to access it. It works perfectly so far. NordVPN has a whitelist command.