Lazbuild expects a .lpi ("Lazarus Project Information").
If you were building a simple "Hello, World!" console program which didn't have a .lpi you'd simply use fpc to compile the .pas... I've just done that over a CIFS share from a PC client and am about to try Lazarus.
Very slightly later: Definitely no problem using Lazarus 2.2.0 with FPC 3.2.2.
Client system running Debian "Stable" (i.e. the OS that yours is derived from) but x86_64 rather than ARM... I'd not expect that to be an issue.
Running mount describes the connection as
//192.168.0.72/guest on /home/markMLl/srv/gooey.guest type cifs (rw,nosuid,nodev,relatime,vers=2.0,cache=strict,username=guest,domain=XXXXXXXX,uid=1000,forceuid,gid=1000,forcegid,addr=192.168.0.72,file_mode=0755,dir_mode=0755,soft,nounix,mapposix,noperm,rsize=65536,wsize=65536,echo_interval=60,actimeo=1,user=markMLl)
derived from this in .etc.fstab
//192.168.0.72/guest /home/markMLl/srv/gooey.guest cifs noauto,user,username=guest,guest,workgroup=XXXXXXXX,vers=2.0,noperm 0 0
One thing I'd emphasise is that I accessed the project from a fixed mountpoint off my home directory, rather than via a desktop file manager or something under the "Places" list of a save-as dialogue or similar... the naming there might depend on what widget set's been used to build your IDE.
I don't think this is an IDE issue, it's down to either how your OS is setting up mounts, or the configuration and capabilities of your NAS.
MarkMLl