For the Synology models make sure you get one that supports hardware transcoding if you decide to spend the cash. Without it you won't be able to play 4K to PLEX or whatever without buffering. There's a spreadsheet with models supporting hardware transcoding listed if you search.
Also as althor mentioned if you build your own server you can use TrueNAS or Unraid as the OS. They both support ZFS so you can do similar setups to Synology's SHR-2. The downside though is that neither is as user friendly as Synology. Whereas on Synology to install Plex is just a couple clicks in the UI, for TrueNAS it is a whole process.
Also as althor mentioned if you build your own server you can use TrueNAS or Unraid as the OS. They both support ZFS so you can do similar setups to Synology's SHR-2. The downside though is that neither is as user friendly as Synology. Whereas on Synology to install Plex is just a couple clicks in the UI, for TrueNAS it is a whole process.