4 Pro does not have this issue, when a favorite is selected that has its’ share on the iMac the iMac wakes fine and opens that favorite. Without changing anything other that going to 5 Pro the same favorite will not open if the iMac has gone to sleep. If you then go and wake the iMac then 5 Pro will open the favorite.
The strange thing is that both 4 & 5 Pro wake the NAS. Only the iMac seems to not be aware of 5Pro trying to wake it.