#1 Yes, you can move the recordings as that is what I did. Simply follow the info in the Support Articles. Channels Support - Move Recordings (getchannels.com)
#2 I have had very few issues with the skip commercial but it is not 100% that is for sure. Still, for me it is working well so far. I just learned not to touch the remote when it fails as i will be watching that ad over every time I hit the skip forward button. Seems the same as with the NAS as with my external. start up is lightning fast which my wife loves!
#3 if the DATA file is fine (backing up corrects the issue) then I think your right, it could be NAS delay.
Do what I did. Test the situation. I left the DATA on my NAS, Copied the folders to the external, and then pointed it to the external in the DVR UI and then restarted the clients. You can test and go back and forth pretty easy.
I Love Synology. They sort of stuck it to me with the MPEG2 issue but in the end, the Synology boxes are a hair under powered. They do most stuff great but the Shield is way faster by far.