The only feature I care sorting is "Hey Siri play X" in the framework of the Music is on the NAS. So yah, out of luck.
The current setup works very well, except I have to us a physical thing (remote or remote app on iPhone) to play something.
Ah. Then there really isn't any completely voice activated solution on the market that can sort your needs. They're all so cloud-focused.
Also, as stated in earlier comments, you’ll be able to use AirPlay to stream anything from your NAS via an iOS/Mac device.
The only feature you’ll lose is the ability to say “hey Siri, play song x”
AirPlay is lossless, too.