Setup Advice Request

[Fate]

To your questions:
#1 yes
#2 if you are new... proxmox has a webgui
#3 gpu passthrough via proxmox is easy this days and qsv is supported by jellyfin
#4 I don't own/like any NAS so I can't answer that.
#5 you can install docker but be aware that CPU is too weak for CPU/GPU intensive tasks. Anything else is probably fine
#6 I don't think a separate network link to the nas is really needed.
#7 Content "acquiring" tools are discourage here. so N/C
#8 SMB is probably fine... iscsi, NFS might be better YMMV
#9 Proxmox is good, you can put each service in an LXC or create one big Docker VM, I would go with whatever you can handle better.
#10 vvv
Well I don't really see the point of buying a 1k+ NAS if all it does is providing storage for a linux/proxmox/docker host. Why not build the storage into your server?
Local storage is almost always faster/cheaper.

Also the i5-1240 might struggle beyond 2-3 4k transcoded treams. If you can directplay that should be no issue.

How about:
8840hs SOC, Intel arc 310, put that + the hard disks into itx chassis of your choice.