Wow. That's interesting, I've never encountered a situation where root couldn't delete a folder. It's possible there's corruption somewhere else, I'd be wary of other things going bad. My solution would be to move what you want out of that directory, go up a level, and then sudo rm -r /path/to/directory and just delete the top level directory that contains the bad file(s). Just make sure you're deleting the correct directory, -r is a powerful switch. However, if that doesn't work, you have issues elsewhere that may not be a simple permissions error. Sometimes the gui of the NAS can override stuff the command shell doesn't do, if you have one of those.