The keystrokes you need to do are hold Ctrl, press X, release Ctrl, press S
Holding Ctrl for X+S is a symlink edit shortcut, hence the error.
You should also remove the Processing folder on disk6
You will get a symlink already exists error, as it the content will already be present.
Remember the cache folder you created will exist in the user share as unraid still looks at the cache, its only the mover and initial file creation for the share that is ignoring that folder.
In MC, just delete the symlink (not the real folder!).
You can then do a move to the array if needed, or simply change you cache preferences and let mover take care of it