You can still run VMs in Hexos, but you need to go to the Truenas Gui. VMs will only be supported in the future in the Hexos GUI. But Proxmox is likely the better OS for your purposes and just put Hexos in a VM. 🙂
If you run Hexos as the OS, the 64GB SSD is more then enough. If you want to run Proxmox then get a bigger SSD (512GB or more) and make sure it's not connected to the same controller ass your HDDs. (Best is getting a NVME SSD anyway for Proxmox and the VMs). If you use Hexos as OS, you need 3 SSDs (1 for the boot drive, at least 2 for a mirrored pool for apps and VMs) while you only need 1 SSD if you use Proxmox as the OS, since you can install everything on the boot drive.
Check this video to get a good overview of all the WD drives:
But you can also go for Seagate and their IronWolf (Pro) or Exos Range. Unless you go for 10gbps networking, the speed difference in the drives is not going to be really noticable/worth the extra cost for most users.
I'm using Intertech rack-mounted server cases. They are big, offer a lot of space and airflow and are ugly as hell and are ment to be mounted into a 19'' rack. 🙂 So yeah, unfortunately I cannot give you any none rack mounted recommendations. 🙂
You can use some PowerLAN adapters in the meantime if needed. 🙂 Yes, the rest can run over wifi, just the server absolutely needs to be connected via cable. Fan noise and HDD noise are a real thing and can be annoying. You don't need to have it good looking but noisy in the living room you can also put it noisy and ugly in the garage or cellar 🙂
Haha, no, my country is a lot smaller, but has the same flag, just with lighter blue and alternate is also available here =D 😉
If you have any more questions don't be afraid to ask them 🙂
Also, once you have your server speced out make sure to post it here as well so that we can take a look to avoid common pitfalls before buying 🙂