I suppose you could deploy an HA cluster using either Ceph or StarWind VSAN HA storage technology. These solutions replicate data across cluster nodes, ensuring your VMs are highly available. They both fit Proxmox.

Proxmox doesn't come with Linux packages needed for a NAS, like Samba and NFS servers, installed out of the box. There's also no web user interface for managing NAS functionality. Since Proxmox is based on Debian, the components needed for a NAS can be installed from Debian repositories, but their configuration and management would be through the command line. If you're considering a virtualized NAS for Proxmox, I suggest looking into Starwind CVM or TrueNAS as a VM option. Both support ZFS.

Unraid, on the other hand, comes prepackaged as a NAS, complete with a web user interface for management. As Unraid is also Linux-based, it offers virtualization capabilities similar to Proxmox, including KVM and VirtIO. A notable difference is in their containerization approach: Proxmox uses Linux Containers (LXC), while Unraid opts for Docker Containers.

Running non-storage-intensive services in LXC containers managed by Proxmox is a good idea as it’s lightweight and efficient. NFS shares from OMV or TrueNAS can be used for storage needs.

A Raspberry Pi with two network interfaces (one can be a USB-to-Ethernet or USB-to-WiFi adapter) can be set up as a failover router. Just write scripts to check the internet connectivity regularly and switch between connections as needed.

If not already installed, install and configure Samba on your Ubuntu machine.

Make sure that both the Windows and Ubuntu machines are in the same Workgroup. In Ubuntu, this setting is in the /etc/samba/smb.conf file, under the [global] section as workgroup = WORKGROUP_NAME

Remember that any storage media can fail at any time, for any reason, with or without notice. You can consider Seagate IronWolf Series, WD Red Series or Toshiba N300.