You wouldn’t connect your NAS directly to the Shield. You would connect it to your network (plug it into one of the Ethernet ports on your router) and then just point your Plex server to your NAS as your content repository. At least that’s how I have mine configured.If understood correctly, I need to plug a 32 GB or higher USB stick (based on how much data I have) in the shield and keep all my music/movie files there. After that, Plex will identify the server within the Shield and these files become part of the library. Then, I can play them from Plex. When I buy a NAS (eg Synology like yours), I do the same and expand the space to store more music/movies files. I apologize if I'm being too simplistic because I'm a novice here.
Thanks in advance.