As Hoopster Has said requirement #3 upps things quite a bit.
I am currently building my first Unraid Server and it's turning into quite an adventure my requirments are almost exactly the same as yours
1) Nas/File shares for Houshold Data.
2) Plex transcoding to server up to 4/5 chromecasts at once.
3) 3 simultanious Windows 10 Gaming VM's capable of AAA titles 1 at up to 1440p, I have an Acer predator X34
4) Dockers for Newsgroups, Torrents, Audo Streaming and Unifi mangement.
5) VM Test Lab/Sandpit (this will be only used for my own personal learning when no one else is gaming)
So Far I have Installed Unraid and configured the dockers, and 1 VM for testing and am very happy with the performance, I still have some hardware to come and need to build a custom case for this (when you see the specs you'll understand why).
Specs are
M/Board - Asrock Rack ep2c602-4l/d16 (Dual Xeon board), I love this board may be old but is almost perfect for what I need, especially with the bifurcation support on 2 of the x16
CPU's - 2 x Xeon E5-2680 v2 (20 cores in total), currently cooled by cheap AIO's but will get waterblocks later
GPU's - 2 x Gigabyte 1070 WF OC V2 (will get Waterblocks thanks to Bykski making them) + 1 x MSI Gaming x 1050TI for the wife's vm she plays very few games.
Memory - 64GB ECC 8 x 8GB 1600 ( with Jonsbo RGB Heatsinks, cos)
PSU - 2 x EVGA Supernova 650 G+ (much cheaper than single 1300w and has more connectors)
Array Drives - 3 x 8TB Ironwolf (New), 6 x 4TB WD blue and Segate, and 1-2TB additionals I already had
Cache - Samsung EVO 500GB 2.5 SSD
VM Drive - ASUS Hyper quad x16, this will house only 1 x ADATA SX8200 480 NVME M.2 for now but will get more later as required. (Awating arrival)
Additional Cards - Sonnettech Allegro Pro USB 3.0 PCIe Card, gives me 4 controller I can pass to VM's, then use Hubs for each VM.
Intel PWLA8391GT PRO/1000 GT (Awaiting arrival), this nic will be used for UNRAID allowing me to pass the 4 onboard Intel GB NIC to the VM's
Additional stuff - 3 x Startech 4 Dive trayless drive bays, 4 x Shielded PCIe x16 Risers, 1 x PCI riser, 1 x PCIe 4 x Riser, Modded EVGA Powerlink adapters for the GPu's, bay Card reader/USB 3.0/USB 2.0 with USB C connector, various USB 3.0 hubs.
Based on my testing I can tick every box, I was origionally looking at Threadripper however was worried about stability/compatability and single CPU Intel really doesn't have the PCIe lanes, plus costs is also a big factor given that the Motherboard CPU's and RAM cost me ust over $1000 USD ~$1400 AUD, whereas 1950x at that time was $1300 AUD and RAM required both Kidneys to afford, I decided to jump on New old Stock board and took my chances, which have paid off, I have been building and benching while I wait for parts to arrive and, I am really enjoying this, I spent over a month working out the parts and still made some mistakes, for example I purchased a Startech PEXUSB3544V USB 3.0 card and could not get it to work, these cards here in AUS are really expensive, so bit of a costly mistake.
Do lots of research and don't skimp on your base i.e. Motherboard, CPU & RAM, you can always add/upgrade the rest as you go.