You don't need to specify a connection type. And it's normal the port seems to be blocked, it's not possible to detect if an UDP port is open. It's also not logical that a firewall could be a problem. The NAS isn't running a firewall when it's off, and the router has forwarded the port, so any firewall in the router should automatically be configured to let it pass.
If I forward the port eg 9 to the NAS
You cannot forward it to the NAS, unless the router somehow knows it's MAC address, through a static ARP entry, or maybe through a static DHCP entry.
In an (ethernet) Lan, the ip address is not really used to transport data through the network. The packets are send to MAC addresses. When the router get a packet which has to be send to a specific IP, it looks in its ARP table to find out if it knows the associated MAC address, and if it does, the packet is send to that MAC address. When it doesn't know the MAC address, it will broadcast a message like: 'Who has IP address a.b.c.d, tell me'. And the NIC having that address is supposed to answer: 'IP a.b.c.d is used by MAC e:f:g:h:i:j'. Then the router puts that in it's ARP table, and the packet is send.
In you case the question is not answered. The NAS is off, and effectively doesn't have an IP address. So the packet is dropped.
A complicating factor is that the IP address is purged from the ARP table when it hasn't been used for a few minutes. So in practice a device which is switched off will never be found in the ARP table, unless it's a static entry.
So you can only get a packet to be send to a switched off device, when it has a static ARP entry, or when you tell the router to send it to just anybody, by specifying the IP broadcast address.