You want to move your drives to your mainboard because a lot of those cheap adapters suck. Unreliable and they can buckle under load. Can be a PITA.
If there is performance to gain depends on how accurate your information is, what drives you use, and how.
Every drive can fail at any moment. Even a brand new one. It is just a bit less likely than having a decade old drive fail.
If you care about your data make sure you have backups. 321rule.
Yes, you can use a “NAS” drive pretty much like any normal drive. This is an SMR drive so not even a NAS drive to begin with.
If you do not have backups pay a professional to recover it. Yes, this is wildly expensive but tinkering yourself can make recovery even more expensive or outright impossible.