1.
Parity must be at least as large as the largest single data disk, so in your example of 6x8TB data disks, a single 8TB parity disk provides redundancy to rebuild any of those data disks.
But note that parity isn't a backup in any way. Parity in whatever system it is used is just an extra bit that allows a missing bit to be calculated from all the other bits. A parity disk allows a single disk to be recovered from the parity calculation by reading parity plus all the other disks.
Lots of ways to lose data besides a single disk failure, including simple user error. Parity cannot help if you accidentally delete a file for example. You must always have another copy of anything important and irreplaceable.
2.
Since each disk in Unraid is an independent filesystem (no striping), each file exists completely on a single disk. Read speeds are at the speed of the disk being read. Write speeds are somewhat slower due to realtime parity updates.
If you are copying a very large number of small files all systems will be slower simply due to filesystem overhead.
3.
I don't see any dockers listed for Roon Server, but I assume you could run it in a VM.