Quick update....

Apparantly the problem is related to Twonky on my Thecus NAS. I installed Twonky on my laptop and voila, no more problems.
With the laptop as media server, I can use the N810 exactly as I want it, I also see album art (which I didn't see before) and playlists play all the way through to the last song (as they should).

Sorry to say that even though I have found the problem there does not appear to be a solution. The Twonky Module for the Thecus appears to function slightly different from regular Twonky. I am sure most people have no problems, but I unfortunately do. So I might have to 'downgrade' my Thecus nas to another NAS, for example a Netgear ReadyNAS......that should solve the problem.

So, no direct N810 problem it turns out, pfew....

Lennart