How much storage would your NAS need? What apps are you running? What's this all for?
NVME/SSSD is better in every way than HDD (speed, noise, heat and power) but obviously more expensive, especially for larger capacities. Decide whether you can do it with that or need hdd's, and that then informs what hardware supports either 2x nvme (or 3x if you want separate for OS) or 2x sata.
Don't get hung up on power costs btw. 500E is a lot of power and you'll likely never regain that. Rpi is what, 5watts? Laptop somewhere around 5-50? HDDs around 5w average, nvme's ~1w. Any equivalent hardware or faster is going to use similar power, it's not like you're replacing a DL360.
But if you want to replace anyway and NAS/media is your main thing, then perhaps buy a NAS and run docker apps on that. uGreen make some nice ones.