From years I was facing continuously error with Time Machine on my NAS , before with High Sierra, then with Mojave and with the last one Catalina too. The system was asking me to make a new entire backup because of corruption. I tried CCC to make a backup on my NAS too, on a sparsebundle obviously but with error.
I opted to make a Time Machine on USB.
Now seems to have solved the problem uninstalling ESET Security from the Mac.
try to uninstall your antivirus if you have the same problem.