I am using El Capitan (latest version) on a Mac Mini and have setup a shared drive to my Synology NAS. The connection uses SMB (have also tried AFP).
Problem: after a period of time (hours / days) the network share will disappear.
What I have tried so far: I have added the share to my login items under System Prefs > Users & Groups - this works, in that when I logon to the Mac Mini the shares are added. However it does not stop the shares disappearing later.
I have also put the connection username & password into my keychain so that the Mac remembers. This also works, because when I re-add the share I don't have to provide username or password.
The Mac Mini is used as a media server (Plex) and all my media is on the NAS. This means that when Plex is used, we get occasions where Plex says there is no media. The NAS is not powerful enough to run Plex itself.