It sounds like you created the UNRAID volume name correctly but it it isn't seeing it. I ran into this last night when I was planning on evaluating it this weekend.
In short, I figured out that I had to follow the steps in the documents. I know right?! In my excitement to test this puppy out, I had FAILED to COPY all of the files to the flash drive, I assumed that the script was going to do it for me. Oh how wrong I was. After I re-read the instructions, I realized that I needed to do this first. so I copied everything over, and the script happily ran.