Any reputable brand will work. Here is a list of some top rated external hard drives/ssd drives
https://www.tomshardware.com/reviews/best-external-hard-drive-ssd,5987.html
Under sound in settings do you have optical selected or optical + internal speaker selected? Also if the soundbar is powered off the internal tv speaker is used until the soundbar is powered back on
Here is the link to setup multimedia sharing on Synology NAS using DLNA Synology DLNA Multimedia
I also use a Synology nas with a LG smart TV and I have not encountered the problem you are describing