I'm a quality engineer doing testing and automation for InterSystems cloud offerings.
Outside of InterSystems, I teach in the graduate software engineering program at Brandeis University.
Igor, from those messages, I would surmise that you had some sort of brief network disconnect which ultimately resolved itself. The primary mirror member, of course, will continue to support your workload so availability would not be affected.
This doesn't look like a problem with IRIS, but rather a response to the conditions on the network.
You might also reach out to the WRC to determine if there is something about your specific version that is causing these brief disconnects to be reported.
It most likely depends on what you are doing during build. Without a license, you can have one connection to IRIS -- so that you can get it running and can activate your license key. There have been some license changes in recent versions that might have changed some behavior you expect.
The WRC is the best place to start, as @Ben Spead mentioned.
Cold backup is one of the options documented in the Data Integrity Guide.
But a lot depends on what you mean by "all data" -- don't forget installation files, license key, journals, any stream files you may have, and on Windows remember that installation puts some keys in the Registry. How much of this you'll need to restore depends on the kind of trouble you encounter. For example, if you want to restore a database, but the instance is otherwise healthy, the Registry is likely in working order, but if the entire server is destroyed, you have a more complicated recovery.
If you need to be able to bring the instance back to its latest state (roll-forward recovery), you'll need journal files that won't exist at the time you take the backup so you may want to backup journal files separately during the working hours.
It would be a good idea to protect your installation .EXE file as well, so that you can install a fresh copy of the exact version you use. Down the road, that version might no longer be available from the WRC.
Take care to preserve the correct ownership and permissions on files so they are correct when they are restored from NAS.
Your account team can be a good resource.