New NUC with internal SSD for music — where to backup Roon db?

That sounds reasonable to me. The only downside is that Roon backups contain lots and lots of tiny files, so it means a lot of wear and tear on the device that you’re using to store music.

You will almost certainly want to have a second drive of equal or greater size to store backups of your music. I cover one approach for keeping that backup current in this post.