So you already have this HP computer running Roon, but it is running slower then you would like right? I’m not sure what kind of hardware the computer has but according to the Roon Knowledge Base they “strongly recommend 4GB of RAM and an SSD for the Roon databases. Your music files can be on spinning disks, but ideally the Roon database should be on an SSD. This one optimization can provide the single biggest improvement to Roon’s performance and user experience.”
So what I would recommend is either upgrading your HP if it does not meet these criteria or switch to a NUC. There are other options of course but the NUC is affordable and will allow you to use the free Roon ROCK OS if you want. If you went the NUC route you could just plug external hard drives into it like you are doing with the HP. I don’t know how many external hard drives you’re using to get 40 TB of data but you may not be able to plug all of them into the NUC at once. You will have to purchase and install your own RAM and M.2 SSD so you should end up with solid performance. I run ROCK on my NUC and leave it on all the time. I can play music whenever I want, using my laptop, tablet, or phone as controllers, and music always plays with no issues. You can run Windows on the NUC instead if you want to do other things with it but that adds cost and possibly complexity.
I have a NUC7i3BNH with my modest library stored internally on an SSD and it is almost inaudible. I have it setup in a listening room where the hiss of my powered monitors is more noticeable then the NUC. I have only dabbled with sample rate conversion and DSP and have no DSD files. Using those features of Roon heavily might require a NUC with a more powerful processor. Many people here use these more powerful NUCs. Many of them also find their NUCs to be too loud for a listening room. For them it makes more sense to place the NUC in a place where it is not heard or to install it in a passive cooling case (which is silent and looks cool).
I see no reason why you couldn’t put a NUC in the listening room and connect it to your Marantz via HDMI for a very simply setup. If the NUC is too loud you can place it somewhere else and use a network connected streamer to connect to your Marantz. Cheap streamer options include the Cromecast Audio and the Raspberry Pi in various forms. Others will tell you that they get better sound by keeping the Roon core computer separate from the audio chain. In other words using a streamer purpose built for audio connected to an external DAC and connected to the Roon core via the local network. Some people here will also tell you WiFi is no good for audio quality and you must connect this streamer via Ethernet or better yet fiber Ethernet connection. There are those who say the power supply of the NUC affects sound quality even when the NUC is not physically connected to the streamer. I am skeptical of claims like these and I suggest that you focus on fixing your slowness issues first. You should connect your Roon core to the network via Ethernet as Roon suggests and if you can connect any streamers you purchase via Ethernet that will provide the most reliable connection.