Oh nice, thanks for mentioning UGREEN. I had a quick look at the website and it looks fairly cheap. I wouldn't trust their software but the base system comes on an MMC, does it mean I can flash it with TrueNAS or Unraid?
Yes, their units come with a HDMI out, and you can connect them up to install onto them like any other server - but if you ever want the (admittedly very, very good) factory software back on them I'd recommend imaging the internal storage first as I couldn't find a way to get their OS installed back afterwards.
While I'm using UGOS happily, yes you can install other OSes. For better or worse they have a very active Discord server with a ton of great information.
The base software is modified Debian Bookworm and it's been stable and pleasant to use.