Maybe others will chime in but IMO i wouldn't run my router inside a VM, inside my NAS... I can just see too many things to go wrong, and too many issues getting everything set up! If anything as a VM inside Proxmox Installed on the bare metal, then Hex in a separate container at minimum.
As for routers in general, if space is an issue, have you looked into Ubiquiti? i've got the Unifi UCG-Ultra which is tiny but powerful, and will hardly take up any space, then you can choose where to put an AP.
As for the NAS, if space is the biggest concern, then really a SFF M.2 pre built nas would probably be the go too? Perhaps something like this from UGreen or Asustor.
But then i hope you have budget for the SSD's.
Also if space is an issue, again a small Prebuilt 2 Bay Nas could work, or if you want large capacity, perhaps look into / think about placing it elsewhere and running ethernet (if you don't have runs already?)