If you mean sdcard then please read in-app documentation and section about problems with sdcard here on website. Then you will understand what is going on and you will find solution
1. You are wrong, it is not simple “write” request, it needs many fixes in dosbox core.
2. You are wrong with “any other applications”
3. You are wrong with “not implemented in magic dosbox”. Yes, cant save configs to sdcard, but games are fixed and can write if you ask for permissions in global settings
If you mean NAS then write access is not supported