[Question] How do I get links within a NAS working on multiple OS?

Hello again. I have several movies saved on my NAS, and wanted to have them in one folder for easy searching while also having folders for specific genres.

I tried creating some symlinks on my Linux machine, but those aren't visible on Windows or Android. I then tried creating shortcuts on a Windows machine, but those don't work on Linux or Android.

Is there any hope for setting up universally recognized symlinks/shortcuts?