Your issue is the time delay in sharing your data over the internet (not to mention the security concerns).
BR is expecting a response from the OS in a certain amount of time, but the internet is being really slow to give that response. Even if you could get it running you'd probably find that running via a LAN share but over the internet is WAY too slow to be comfortable.
If you want your programs to run over the internet, then you're much better off running Client Server.
Because of the speed issues, I don't use an external drive or a NAS for my BR programs anyway. I always install them on the C drive of the server because its already spun up and always on. Then I use Client-Server to make it so I can run the programs over the internet or across the LAN. That gives me pretty fast performance.