The NAS experience has never been as good as the local disk experience. I think your general plan is a good idea. For a long time, I’ve been using my NAS as backup, and keeping the “live” copy of my music library on a big local drive.
QNAP and Synology (and Drobo, and some others I’m sure) have the same issues…and the issues affect all apps that attempt real-time watching (not just Roon). Both NAS’s silently fail to deliver filesystem change notifications.
This seems to be solely a decision on the part of NAS manufacturers–a linux machine with a bank of hard drives and SAMBA running on it doesn’t seem to have the same limitations.
Anyways, on these NAS’s:
If you are watching one folder at a time (like an Explorer/Finder window) all is good.
If you are watching a multi-level directory hierarchy like Roon does, change notifications for subdirectories are silently dropped.
We considered watching every folder one by one, but in a typical music collection that’s thousands to tens of thousands of watches, and the performance characteristics aren’t good.
We have a plan for how to make these NAS’s do real-time filesystem watching reliably, and @jeremiah is working on proving out the approach and implementing. Once we are confident that this idea will actually work well, we’ll share more details.
In the mean time, I’m forcing myself to live with a NAS until the experience is on par 
, so I installed a QNAP here last week.