I assume the OS X Server is not integrated in your AD environment. Then all credentials (user name/password) have to be set up on the OS X Server - at least as network account. Additionally all shares have to be set up properly.
Then you have to enter the IP address and the name of the share (e.g. \\10.10.1.12\Data-User1).
The proper credentials in the Windows Security dialog are then: the user name and the user password (e.g. User1 and Passw0rd).
server\User1 only works if the OS X server is part of Active Directory and has the fully qualified domain name server.sld.tld (or in your case server.unionsupply.net).
server.local is no domain name but a qualified mDNS name in the link-local domain .local. This isn't intergrated in a common DNS environment.