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NASty
I built a SATA/USB3-equipped NAS with a Raspberry Pi CM4. In here, you'll find everything you need to know. (by theodric)
Before someone starts the usual yadda yadda about the RPi biger community, the OS not having long time support etc. I would repeat one more time: do not rely on board vendor supplied images; this is valid for pretty much all boards. Just go to Armbian or DietPi pages and you'll almost certainly find one or more images that work on your board and forums to discuss about them with very knowledgeable people.
https://www.armbian.com/download/
https://dietpi.com/#download
Those projects are well worth a contribution, as they don't have a giant like Broadcom behind them.
Not to mention that if you really want to tinker you can use pi-gen to customise builds from a desktop without all that much difficulty:
https://github.com/RPi-Distro/pi-gen
Worth a play.
Generally yes. M.2 wifi cards are just PCI-E (except for Intel CNVio). Jeff Geerling tried a bunch of different PCI-E cards with the Raspberry Pi 4 Compute Module which does expose the PCI-E interface: https://pipci.jeffgeerling.com/
I spent a couple grand[1] building myself an all-flash Pi CM4 NAS that I reckon will deliver RoI in ~25 years at €0.39/kWh. I did it for the sport, mainly, and because I wanted silence and minimal power draw. It works pretty well, though!
The Pi has a nice ecosystem, is better for hardware hackery than N100 mini PCs, and like all consumer products, people will kinda buy them just to buy them. I have a Pi5 sitting unused on my desk. Doing my part to pay for Eben's private island, I guess. I'll find a use for it eventually.
[1] https://github.com/theodric/NASty/blob/main/NASty-bill-of-ma...