C:\>gzip -r -fast \\dmz-nas\backup gzip: invalid option - s <-- this is wrong. There is no -s option??
You need to spell it "--fast" (with two hyphens) rather than "-fast".
C:\>gzip -l \\dmz-nas\backup<file:///\\dmz-nas\backup> gzip: \\dmz-nas\backup: Permission denied <-- This is wrong. Permission allowed..
It looks like the shell is parsing this as "please run the command gzip with arguments '-l' and '\\dmz-nas\backup' and with standard input equal to 'file:///\\dmz-nas\backup', which is not what you want. I'd quote the file name.