What RAID controller do you have.
Seems like it's not supported in your controller
If your RAID controller does not support RAID 6 try software RAID with the Open-E software.
I have raid BIOS Console activated by Ctrl+G key after POST completed.
If I delete all raid in this RAID console, reboot NAS, and go to the web interface (Open-E NAS-R3), log in with full access, go to SETUP->S/W RAID page, i see warning: