I have your 3rd option at home except the nas is only a back up from the back up.
But it was doing ok as a Roon Core when I started with roon, then as music storage and now a back up to the back up
Nuc I5 8th gen / Node 2I / Dac / Amp
I use a SSD connected in usb3 to the nuc to store music.
Hope it helps and everything is working fine for me
Stay well clear of the combination of running Roon on one machine and holding the music files on a NAS
Roon is not capable of picking up changes to files (added or changed tags, added or deleted artwork / pdfs etc.) in realtime as advertised. You’ll end up doing forced rescans all the time.
Either have both Roon core and files on your NAS (if your NAS is powerful enough mine just wasnt). Or have both on a dedicated machine (internal file storage on ROCK or plugged in USB drive to hold the music).
For me this is a true PITA as it complicates backup procedures etc. But as long as the core problem is not fixed, thats unfortunately the only option you have.