You're talking about backup and RAID (whatever version) is NOT a backup solution. It only helps in case of a disk failure. So storing the files on your NAS isn't going to answer your question. I think that the solution you have in place at the moment is pretty good. The first copy of the files are on your (virtual) file server and the second copy is on your NAS. When you want to be even safer you can create a third copy on a remote location. But that is best compared to better.
If you don't want to spend the extra VM you can store the files on the NAS but then you must create a backup of those files on another device.
Yea I think so too I might connect an additional external drive and have the files backed up there. I'll ptobably just tell veeam to back it up in two locations if possible or create two separate backup jobs. Thankw man