Can't run some binary files(.exe) on mounted disk

tl;dr - use a subdir of /volume1, not root of /volume1
that is based on the assumption that the root dir of your mount is /volume1, same as in my case.

did more testing, so far, imho, looks like this is not a rclone issue.
the synbox does not want us to mess around in the root of /volume1
that is owned by root

in addition to webdav, rclone mount behaves the same using sftp and smb.
and same basic issue with filezilla and ssh

i could not replicate, as the synbox does not allow copying files in the root of volume1
sure, i got force it as root user, but not going to test that.