For your first question, you should be fine with all of those except you’d replace FreeNAS (now called TrueNAS) with OpenMediaVault. It should all run fine, but if it does slow down a bit, you may have to add a second Pi. I doubt it though, I run about that many things on one of mine and it’s great.
You don’t need an advanced firewall, but you may have to forward ports depending on if you want things to be available externally.
You can install them all on the Pi. You shouldn’t need to containerize them. Docker containers work well, but are a higher level of complexity depending on your comfort level. It’s add overhead IMHO. It does work great, but keep in mind that the Pi is ARM, so you’ll need special containers if you go that route. I wouldn’t bother with that (yet), just install the apps.
As far as leaving the drive on all the time, that shouldn’t be an issue. If it does end up being an issue, never buy that brand again. My line of thinking, is if the manufacturer can’t make something to survive being on 24x7, it’s not worth buying. Since a manufacturer won’t want that reputation, I highly doubt it will be an issue. I haven’t had a problem.
A UPS is only to protect you from sudden power failures. Always a good idea for servers.
I hope that helps!