I've been familiar and dabbling with UNRAID for several years but still consider myself new as I've been taking my time rolling out my current UNRAID system. My use case is fairly similar to yours though I'm very green on the PLEX side of things and that's my next tackle. I built two new PC systems a couple of years ago, one for Gaming (race sims) and one for UNRAID primarily for NAS duty. With space issues as well, I recently looked at consolidating 2 boxes into 1.
System Hardware is Z170 Platform, i7-6700 CPU, 32GB RAM, 120GB SSD Cache Pool (2 drives), 4TB HDD Storage Array with Parity (2TB x2 + 4TB x1), 500GB NVME and 1TB HDD unassigned for Win10 VM (NVME) and Games Storage (HDD), GTX980 (passed through to Win10 VM), GTX760 (passed through to Mint VM) and 4 port USB PCIe card (isolated to Win10 VM). I'm currently running my Dockers on the NVME though I'm looking into upgrading the Cache Pool to 500GB and possibly moving them back to running on Cache.
Currently have a Win10 VM for Gaming, a Mint 19.1 VM for Daily Driving, and a PLEX Docker set up. Mint VM is accessed remotely through the Win10 VM with both running at once. I just started testing my PLEX Server as it was a previous Docker setup that was moved and I'm not convinced that I don't need to rebuild it yet.
I've gotten a lot good helpful information from Spaceinvader One's excellent YouTube Videos and great information in these forums. Still a ways to go but I'm getting closer. Once I get this setup stable with PLEX, I'm hoping to run as is for a couple of years and I'm going to start planning the replacement system which I'm thinking will be about double this size in specs.