The azur 851N has tidal streaming.
The twin unbuilt DACs of the azur should offer excellent performance. You will not actually need an external DAC. The azur has one DAC per channel, so inter channel cross talk will be reduced, and in theory it should give a superior soundstaging.
In my very limited experience, I found that amps and pre-amps with DAC's have a particular synergy at the design stage. So if you go for the azur, maybe best to use the Yamaha as a Poweramp, instead of a integrated amp. Anyways you can try both and see what you like.
Since the azur comes with its own operating system and control app. It will have the option of indexing your music collection. But since I don't have first hand user experience with CA products, I can comment on how good their OS is.
So with azur, you don't necessarily need a separate roon core computer. And also please bear in mind that the azur is not a roon end point. So even if you install roon on your computer, it will send music to the azur via airplay. And airplay is not bit perfect at higher sampling rates.
The advantage of a Nas over a hard wired hard drive, is that a NAS has its own operating system and processor. So indexing and retrieving music from same is faster. And from a spinning hard drive it is slower. Though an SSD hard drive will be much faster than a spinning drive.
So as per the above, in my opinion the azur 851N is a great peice of kit as a streamer. And something I had myself considered for a lonnnnng time. But its only disadvantage is that it is not a roon end point. So if roon is not critical to you, it is an excellent choice at that price