You can already do this. One option would be to just install an SSD as cache drive in your unRAID server. Another would be to use Unassigned Devices plugin to mount an SSD that is not a part of the array and then edit the paths on your download docker, Sonarr docker, Radarr docker, etc to point to the UD mount.
Once the downloads are complete Sonarr/Radarr can be set to move or copy the files to the array.