I personally use an old self-built desktop running linux (TrueNAS and Windows also work). Getting a case with lots of drive bays is inexpensive. And it lets you do pretty much whatever you want with the NAS as it’s a full blown computer. I always found the prices for the purpose built NAS to be shockingly high.
Unlikely. The main issue comes with port forwarding, but you are locked out from doing that already. I say go for the triple NAT, put your own router after the ISP’s modem and then you have full control of your LAN.