On which Synology NAS can the Roon core be installed

If you think that your library is still small enough to be handled by a Nucleus+ or ROCK, local means USB connected I guess (no other alternative connections). Something like for example:

https://www.amazon.com/QB-35US3-6G-Festplattengehäuse-Festplatten-SUPERSPEED-temperaturgeregelt/dp/B00ORENYJE

Or with RAID option and even higher speed:

https://www.amazon.com/QNAP-TR-004-Enclosure-Attached-hardware/dp/B07K4RC7X9

If you build your own Roon Core to your specification for a really big library, just choose a suitable case that allows you to install as many drives as you need.