I have a USB drive connected to my router to access files remotely, and it can use ftp to connect (not ssh or sftp). I have the router login set to the same login as my desktop computer, and I can use Nemo to connect to the server for file transfers only if I set the ftp login to use the same login as my main router login.
But, I have the option to set up an alternate login, which I'd like to do so I don't need to give out the router login to anyone. However, Nemo will not connect using either "Connect to server" or typing in a URL in the address line. It will only connect if the login name and password are the same as the computer. I believe there is some protocol for using your existing login for an external device.
It's obviously not the router, as I can connect as expected using my phone's file manager (FX on Android).
EDIT: I tried using a windows share option, and had the same problem. Something about sending the login information doesn't work, except when it's the system's login info. Even using user:password@address doesn't work; it prompts for a password, but the command it sends is screwed up.