Run Sophos Firewall Home Edition on Virtual Machine in Synlogy NAS

The question really is, how powerful is there NAS and how many NICs does it have?

Ian

You might be able to do this but I have never tried it, nor will I ever try it. I have specifically put any NAS behind the firewall so the firewall will keep an eye on everything going to the NAS.

If you believe the hypervisor on the NAS to be totally safe and in case of a vulnerability it will never give access to the NAS itself you could try it. If you don't totally trust the hypervisor on the NAS then it might be better to place the firewall in front of everything else in your network. Bare metal means you don't have anything to update but the firewall itself. You could also install virtual on a different hypervisor but make sure to have a machine dedicated as a hypervisor and try to just virtualize the firewall and nothing else. 

Using a hypervisor you could also create a HA-setup of Sophos (if the hypervisor-machine has enough resources) so whenever updating your firewall the downtime would be really short.