You can either back up your phone to iCloud or to your computer when you connect your phone to it for synching.
If you backup your iPhone to a Mac and you do full Time Machine backups to your NAS then your iPhone backups are also backed up. I assume the same applies to non-Mac PCs which get backed up, but it's outside my experience so I couldn't be sure.
The main practical difference from a backup perspective is that if you back up to iCloud then, in theory, you can recover your iPhone backup from anywhere that you can access iCloud - e.g. if you were on holiday, lost your phone and replaced it. If you back up to your Mac/PC then you need your Mac/PC to recover data and settings to a new phone.
If you use other Apple iCloud features then you have no choice than to use iCloud because, at the moment, iOS does not integrate with other cloud providers for many of them.
There are apps (e.g. iMazing) for Mac and PC that allow you to download data from your phone to a NAS but I've never used them so can't recommend. You'd need to be sure that they are performing a recoverable backup (i.e. something a new phone could use) which includes settings, mail account settings, app settings, etc. and not just copying the data on your phone - most of which (e.g. Music, Podcasts, Images) are available for backup elsewhere anyway.