I had this issue and just resolved it for my case.
I had the NAS pinned in places, I first removed it from that.
Then I opened kwalletmanager went to Passwords > Maps > {nasname} I found that in the wallet there were the “login” and “password” entries, but also copies of the them (with a number added to the end). Enabling “show values” I saw that the “password” entry had the wrong password in it. I removed the duplicates, and fixed the password. I restarted dolphin, connected to the NAS and it worked just fine.
Seems to be that entering the password in the prompt before was just updating the duplicates, rather than the correct originals. I’m not familiar with kwallet or dolphin, but I would suspect this is a dolphin bug, where it is not updating the keys correctly. If you don’t restart dolphin before reconnecting to the NAS, those duplicate entries can get regenerated.