As I’m a QNAP user too, I konw that by default there is no firewall on a QNAP NAS. There might be issues with other software running on the NAS namely Emby and Plex. I don’t know Emby but I run Plex too and if Roon Server and Plex are installed from the store (qpkg) there shouldn’t be a problem.
Note: As I’m using Roon and Plex, all the QNAP multimedia software (servers) are turned off on my QNAP. So I can’t say if there might be undesired interactions if they are active too.