What does “mediaserver” mean to you? Synology are good for storage but not so great for more CPU intensive stuff, plus of course they’re not freely upgradeable and you’re tied to their OS.
If you’re comfortable building your own PC you can install Unraid or TrueNAS which will give you an easy to use admin interface and the ability to use/upgrade with off-the-shelf components. /r/buildapc can probably help with that.
If you’re also comfortable with Linux you can design your own fine-grained approach to the OS and the apps on it, /r/selfhosted can probably help with that.
SSD’s are getting there in $$$/TB but have a bit more to go to catch up to HDDs.
Your approach of having multiple backup drives is sound. Having everything in one place means all eggs in one basket. Keep that in mind when you reorganize your data.
“Shared network folder” in Jellyfin doesn’t do what you think it does. 😛 I agree it’s rather confusing. It’s just a convenient link to a Windows share which you can open from the Jellyfin app if you want to browse the files and they happen to also be shared as a Windows share. It’s NOT where Jellyfin takes the files from.
Jellyfin can only index files accessible to it locally. Share the files from TrueNAS to the machine or container running Jellyfin, then point Jellyfin to the directory where you mounted the share. I recommend NFS rather than Samba for this purpose.