I do the wrong thing and chmod 777 all my media folders. If someone is that far into my network I’m probably screwed anyways

Not a dumb question at all! It can take some time to really wrap your head around this stuff

If you want Plex to be able to serve media all the time (even when your main PC is off or you’re switching between your Linux and Windows installs) then you’d have to run it on the NAS. You may be able to keep the *arr stack on your Linux drive if you don’t care about uptime, since these programs really only need to run when you need media files managed. That being said, you might find it more simple to manage if you migrate all your workloads to the NAS

I currently have Plex running as an “app” on my TrueNAS SCALE NAS, which is just what they call containers/deployments. It runs very well, and I was even able to pass though a GPU for transcoding

I didn’t see this mentioned so apologies if this is a duplicate, but keep in mind that for your *arr stack you will run into issues if you try to keep the config files on the NAS instead of stored locally to the server they run on. Radarr and Sonarr both use sqlite which does NOT like networked file storage due to the way it handles locking files. You can store the media that they handle on your new NAS just fine though!